Causes of Variance in Maximum Entropy Spectral Analysis.

Abstract

Maximum entropy methods are currently in use for the estimation of spectral quantities. Although several authors have mentioned excessive variance in this type of estimation, no definitive study on the matter has yet been published. This report investigates the variance in the frequency estimate as a function of signal-to-noise ratio, sample offset, initial phase, and the order of the autoregressive process. A discussion of power estimation is also included. Comparisons with Fourier analysis is included where appropriate. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1977
Accession Number
ADA044393

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  • M. D. Green

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  • Energy and Power Technologies
  • Ground and Sea Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • California
  • Contrast
  • Countermeasures
  • Fourier Analysis
  • Frequency
  • Frequency Shift
  • Literature
  • Mathematics
  • Oceanography
  • Oceans
  • Spectra
  • Standards
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  • Test And Evaluation
  • Time Domain

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  • Statistical inference.
  • Technical Research and Report Writing.