Title :
On the finite maximum entropy extrapolation
Author :
Feder, Meir ; Weinstein, Ehud
Author_Institution :
Woods Hole Oceanographic Institution, Woods Hole, MA, USA
Abstract :
It is shown that an autoregressive (AR) extrapolation of a given set of correlation lags by any finite number maximizes the entropy (i.e., the determinant of the correlation matrix) of the corresponding segment of the time series.
Keywords :
Acoustic signal detection; Autocorrelation; Delay effects; Entropy; Extrapolation; Ice; Oceans; Pollution measurement; Random access memory; Systems engineering and theory;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1984.13065
