• DocumentCode
    932258
  • Title

    A remark on the correspondence between the maximum entropy method and the autoregressive model (Corresp.)

  • Author

    Grandell, Jan ; Hamrud, Mats ; Toll, Peter

  • Volume
    26
  • Issue
    6
  • fYear
    1980
  • fDate
    11/1/1980 12:00:00 AM
  • Firstpage
    750
  • Lastpage
    751
  • Abstract
    A simple probabilistic proof is given of the known fact that the AR( p )-process maximizes the entropy rate among stationary normal processes with the first p covariances given.
  • Keywords
    Autoregressive processes; Entropy functions; Spectral analysis; Degradation; Distortion; Entropy; Filters; Frequency; Noise cancellation; Noise reduction; Noise robustness; Signal detection; Testing;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1980.1056256
  • Filename
    1056256
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=932258