Title :
Relationship between likelihood method and autoregressive modeling in multidimensional power spectrum estimation
Author :
Dowla, F. ; Jae Lim
Author_Institution :
IEEE TASSP
fDate :
10/1/1984 12:00:00 AM
Abstract :
Existence of an exact relationship between the maximum likelihood method (MLM) and autoregressive (AR) signal modeling in multidimensional (m-D) power spectral estimation is shown. For one-dimensional (1-D), uniformly sampled autocorrelation functions (ACF), Burg has shown a relationship between the maximum entropy method (MEM) and MLM spectral estimates. In this note we show a similar relationship between the MLM and AR spectral estimates for m-D (or 1-D) signals sampled nonuniformly or uniformly.
Keywords :
Band pass filters; Digital filters; Filter bank; Finite impulse response filter; Frequency; Low pass filters; Maximum likelihood estimation; Multidimensional systems; Passband; Spectral analysis;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1984.1164421