DocumentCode
973441
Title
On the finite maximum entropy extrapolation
Author
Feder, Meir ; Weinstein, Ehud
Author_Institution
Woods Hole Oceanographic Institution, Woods Hole, MA, USA
Volume
72
Issue
11
fYear
1984
Firstpage
1660
Lastpage
1662
Abstract
It is shown that an autoregressive (AR) extrapolation of a given set of correlation lags by any finite number maximizes the entropy (i.e., the determinant of the correlation matrix) of the corresponding segment of the time series.
Keywords
Acoustic signal detection; Autocorrelation; Delay effects; Entropy; Extrapolation; Ice; Oceans; Pollution measurement; Random access memory; Systems engineering and theory;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1984.13065
Filename
1457333
Link To Document