DocumentCode :
932258
Title :
A remark on the correspondence between the maximum entropy method and the autoregressive model (Corresp.)
Author :
Grandell, Jan ; Hamrud, Mats ; Toll, Peter
Volume :
26
Issue :
6
fYear :
1980
fDate :
11/1/1980 12:00:00 AM
Firstpage :
750
Lastpage :
751
Abstract :
A simple probabilistic proof is given of the known fact that the AR( 
)-process maximizes the entropy rate among stationary normal processes with the first covariances given.
)-process maximizes the entropy rate among stationary normal processes with the first covariances given.Keywords :
Autoregressive processes; Entropy functions; Spectral analysis; Degradation; Distortion; Entropy; Filters; Frequency; Noise cancellation; Noise reduction; Noise robustness; Signal detection; Testing;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1980.1056256
Filename :
1056256
Link To Document :
