DocumentCode
875237
Title
Extensions and critique of minimum-relative-entropy spectral estimation
Author
Blachman, N.M.
Author_Institution
GTE Gov. Syst. Corp., Mountain View, CA, USA
Volume
25
Issue
5
fYear
1989
fDate
9/1/1989 12:00:00 AM
Firstpage
650
Lastpage
659
Abstract
Insight is provided into minimum-relative-entropy spectral estimation (MRESE), which has proved very successful in some applications. There are, however, shortcoming inherent in MRESE as it has so far developed; e.g. it would be desirable to incorporated objective, absolute (rather than subjective, relative) weighting for prior estimates. Such problems are pointed out, and solutions are offered for some of them. A few of these problems are common to MRESE and minimum-entropy spectral estimation. The unsolved problems are offered as topics for further research
Keywords
entropy; estimation theory; spectral analysis; minimum-relative-entropy spectral estimation; spectral analysis; weighting; Entropy; Frequency; Gaussian processes; Government; Life estimation; Parameter estimation; Random processes; Sampling methods; Spectral analysis; Yield estimation;
fLanguage
English
Journal_Title
Aerospace and Electronic Systems, IEEE Transactions on
Publisher
ieee
ISSN
0018-9251
Type
jour
DOI
10.1109/7.42082
Filename
42082
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