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
fDate :
10/1/1990 12:00:00 AM
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;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
