Title :
Comments on "Spectral estimation: An impossibility?"
Author :
Soffer, B.H. ; Kikuchi, Ryota ; Nitzberg, R.
Abstract :
Spectral estimation is possible from a finite portion of the autocorrelation function. The ambiguity of a multiplicity of permissible spectra all consistent with the data is the very reason why it is possible because each possible spectrum has a different probability. Maximum entropy estimation (MEE) picks the most probable one as the estimate.
Keywords :
Autocorrelation; Contracts; Electrons; Entropy; Estimation theory; Gallium arsenide; Laboratories; Modems; State estimation; Statistics;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1979.11558
