Title :
Relationship between the maximum entropy method and a likelihood ratio test
Author_Institution :
University Southampton, Department of Electrical Engineering, Southampton, UK
fDate :
12/1/1984 12:00:00 AM
Abstract :
It is demonstrated that the maximum entropy method is closely related to a general likelihood ratio detector which tests for the equality of two covariance matrices. These results may be used to indicate which (if any) maximum entropy spectral estimate contains significant information.
Keywords :
signal detection; spectral analysis; covariance matrices; likelihood ratio detector; likelihood ratio test; maximum entropy method; maximum entropy spectral estimate; prediction error filter; spectral analysis;
Journal_Title :
Communications, Radar and Signal Processing, IEE Proceedings F
DOI :
10.1049/ip-f-1.1984.0107
