• DocumentCode
    1315680
  • Title

    On the maximum entropy method for interval covariance sequences

  • Author

    Shankwitz, Craig R. ; Georgiou, Tryphon T.

  • Author_Institution
    Dept. of Electr. Eng., Minnesota Univ., Minneapolis, MN, USA
  • Volume
    38
  • Issue
    10
  • fYear
    1990
  • fDate
    10/1/1990 12:00:00 AM
  • Firstpage
    1815
  • Lastpage
    1817
  • Abstract
    Given an interval covariance sequence, the existence of a maximum-entropy spectral estimate is considered. It is shown that a maximum-entropy spectral estimate does exist, and moreover, it is unique
  • Keywords
    filtering and prediction theory; spectral analysis; interval covariance sequence; maximum-entropy spectral estimate; prediction error; Acoustic signal processing; Covariance matrix; Density functional theory; Entropy; Fourier transforms; Linear programming; Speech processing; Stochastic processes; Uncertainty;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/29.60117
  • Filename
    60117
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1315680