Extension to the maximum entropy method
IEEE Transactions on Information TheoryPublished 1 January 1977
William I. Newman
Citations58
SJR quartileQ1
SJR score1.46
SNIP1.76
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TL;DR
The maximum entropy method provides an estimate of the power spectral density which maximizes the entropy of a stationary random process from the first N lags of the autocorrelation function.
Abstract
The maximum entropy method provides an estimate of the power spectral density which maximizes the entropy of a stationary random process from the first N lags of the autocorrelation function. The method is extended to accommodate weighted errors in the measured autocorrelation function.
Keywords
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