A High Resolution Power Spectral Estimate: The Maximum Entropy Method.
Abstract
A new spectral estimate, the maximum entropy method, is described. In the maximum entropy method, the entropy change of a signal is maximized under the constraint that the autocorrelation function is the Fourier transform of the spectral power density. The problem reduces to specifying a unit-distance prediction error filter or, equivalently, a whitening filter. The spectral estimates are calculated in two ways: (1) by minimizing the error power to obtain the coefficients of the prediction error filter, as suggested by Burg and, (2) by a direct solution of the matrix equation using an algorithm due to Levinson. These results are compared with a modified Blackman-Tukey technique, calculated with a Hamming window. Applications of the maximum entropy method to geomagnetic micropulsations and to the annual sunspot number are shown. (Modified author abstract)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 13, 1974
- Accession Number
- AD0779693
Entities
People
- Edward J. Zawalick
- Henry R. Radoski
- Paul F. Fougere
Organizations
- Air Force Cambridge Research Laboratories