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 
of a process under the constraint that its autocorrelation 
is known for every 
in a set 
of nonconsecutive integers. The method involves a simple steepest ascent technique that is based entirely on Levinson\´s algorithm.
of a process under the constraint that its autocorrelation is known for every in a set 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 :
