• DocumentCode
    926212
  • Title

    Extension to the maximum entropy method

  • Author

    Newman, William I.

  • Volume
    23
  • Issue
    1
  • fYear
    1977
  • fDate
    1/1/1977 12:00:00 AM
  • Firstpage
    89
  • Lastpage
    93
  • Abstract
    The maximum entropy method provides an estimate of the power spectral density which maximizes the entropy of a stationary random process from the first N lags of the autocorrelation function. The method is extended to accommodate weighted errors in the measured autocorrelation function.
  • Keywords
    Entropy functions; Spectral analysis; Astronomy; Autocorrelation; Councils; Entropy; Extraterrestrial measurements; Helium; Ionosphere; Pollution measurement; Random processes; Spectral analysis;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1977.1055659
  • Filename
    1055659