Title :
The additive causal part of Burg´s maximum entropy estimator and data consistency
Author :
Byrne, Charles L.
Author_Institution :
Dept. of Math., Lowell Univ., MA, USA
fDate :
4/1/1991 12:00:00 AM
Abstract :
The additive causal part of Burg´s maximum entropy (ME) estimator spectrum is calculated in closed form. An immediate corollary for data consistency is shown
Keywords :
entropy; estimation theory; spectral analysis; Burg´s maximum entropy estimator; additive causal part; data consistency; Additives; Autocorrelation; Closed-form solution; Entropy; Equations; Filters; Fourier series; Mathematics;
Journal_Title :
Signal Processing, IEEE Transactions on