Title :
Recursive Multichannel Maximum Entropy Spectral Estimation
Author :
Morf, Martin ; Vieira, Augusto ; Lee, Daniel T L ; Kailath, Thomas
Author_Institution :
Information Systems Laboratory, Department of Electrical Engineering, Stanford University, Stanford, CA 94305
fDate :
4/1/1978 12:00:00 AM
Abstract :
We present a generalization to the multichannel case of the well-known Burg maximum entropy technique for spectral estimation. The extension is obtained by first obtaining the proper generalization of the scalar reflection coefficients to the multichannel (or matrix) case.
Keywords :
Covariance matrix; Eigenvalues and eigenfunctions; Entropy; Equations; Geoscience; Heart; Recursive estimation; Reflection; Spectral analysis; Technological innovation;
Journal_Title :
Geoscience Electronics, IEEE Transactions on
DOI :
10.1109/TGE.1978.294569