Title :
Maximum entropy pole-zero estimation
Author :
Musicus, Bruce R. ; Kabel, Allan M.
Author_Institution :
Massachusetts Intitute of Technology, Cambridge, Mass.
Abstract :
We describe a new Maximum Entropy pole-zero spectral estimation method. The model is designed to match given correlation and cepstral values, yet achieve the maximum possible entropy. The solution is based on solving a generalized symmetric almost-Toeplitz eigenvalue problem. We characterize this solution, present a fast computational algorithm, and give examples.
Keywords :
Algorithm design and analysis; Autoregressive processes; Cepstral analysis; Constraint theory; Eigenvalues and eigenfunctions; Entropy; Laboratories; Power measurement; Random processes; Spectral analysis;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1169133
