Alternative interpretation of maximum entropy spectral analysis (Corresp.)
- 1 July 1971
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 17 (4), 493-494
- https://doi.org/10.1109/tit.1971.1054660
Abstract
Maximum entropy spectral analysis is a method for the estimation of power spectra with a higher resolution than can be obtained with conventional techniques. This is achieved by extrapolation of the autocorrelation function in such a way that the entropy of the corresponding probability density function is maximized in each step of the extrapolation. This correspondence also gives a simple interpretation of the method without entropy considerations.Keywords
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