DocumentCode :
926212
Title :
Extension to the maximum entropy method
Author :
Newman, William I.
Volume :
23
Issue :
1
fYear :
1977
fDate :
1/1/1977 12:00:00 AM
Firstpage :
89
Lastpage :
93
Abstract :
The maximum entropy method provides an estimate of the power spectral density which maximizes the entropy of a stationary random process from the first 
lags of the autocorrelation function. The method is extended to accommodate weighted errors in the measured autocorrelation function.
lags of the autocorrelation function. The method is extended to accommodate weighted errors in the measured autocorrelation function.Keywords :
Entropy functions; Spectral analysis; Astronomy; Autocorrelation; Councils; Entropy; Extraterrestrial measurements; Helium; Ionosphere; Pollution measurement; Random processes; Spectral analysis;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1977.1055659
Filename :
1055659
Link To Document :
