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
lags of the autocorrelation function. The method is extended to accommodate weighted errors in the measured autocorrelation function.
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
Link To Document