• DocumentCode
    943663
  • Title

    Spectral estimation from nonconsecutive data

  • Author

    Rozario, Novellone ; Papoulis, Athanasios

  • Volume
    33
  • Issue
    6
  • fYear
    1987
  • fDate
    11/1/1987 12:00:00 AM
  • Firstpage
    889
  • Lastpage
    894
  • Abstract
    A method is presented for determining the maximum entropy spectrum S(\\omega ) of a process under the constraint that its autocorrelation R(m) is known for every m in a set D of nonconsecutive integers. The method involves a simple steepest ascent technique that is based entirely on Levinson\´s algorithm.
  • Keywords
    Maximum-entropy methods; Additives; Autocorrelation; Entropy; Fourier series; Nonlinear equations; Notice of Violation; Spectral analysis; Stochastic processes; Uncertainty; White noise;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1987.1057380
  • Filename
    1057380
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=943663