Title :
Maximum entropy and spectral estimation: A review
Author :
Papoulis, Athanasios
Author_Institution :
Polytechnic Institute of New York, Farmingdale, NY
fDate :
12/1/1981 12:00:00 AM
Abstract :
The method of maximum entropy is reviewed with emphasis on its relationship to entropy rate, Wiener filters, autoregressive processes, extrapolation, the Levinson algorithm, lattice, all-pole and all-pass filters, and stability.
Keywords :
Autocorrelation; Autoregressive processes; Entropy; Extrapolation; Filtering theory; Finite impulse response filter; Lattices; Linear systems; Random variables; Stability;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1981.1163713
