Title :
Spectral moment matching in the maximum entropy spectral analysis method (Corresp.)
fDate :
3/1/1983 12:00:00 AM
Abstract :
The formula for the spectral moments is expanded in a series consisting of autocorrelation terms. By using the autocorrelation extrapolation inherent in the maximum entropy method (MEM) for spectral analysis, it is found that good estimates of the moments can be found from a very Iow order autoregressive model.
Keywords :
Maximum-entropy methods; Moment methods; Autocorrelation; Entropy; Extrapolation; Filtering; Ocean waves; Optical filters; Sampling methods; Spectral analysis; Statistical analysis; Stochastic processes;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1983.1056636
