DocumentCode
958212
Title
Comments on "Spectral estimation: An impossibility?"
Author
Soffer, B.H. ; Kikuchi, Ryota ; Nitzberg, R.
Volume
67
Issue
12
fYear
1979
Firstpage
1672
Lastpage
1673
Abstract
Spectral estimation is possible from a finite portion of the autocorrelation function. The ambiguity of a multiplicity of permissible spectra all consistent with the data is the very reason why it is possible because each possible spectrum has a different probability. Maximum entropy estimation (MEE) picks the most probable one as the estimate.
Keywords
Autocorrelation; Contracts; Electrons; Entropy; Estimation theory; Gallium arsenide; Laboratories; Modems; State estimation; Statistics;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1979.11558
Filename
1455827
Link To Document