Maximum Entropy Spectrum Analysis Technique - A Review of Its Theoretical Properties.

Abstract

The maximum entropy method estimates the power spectrum of a random process by extrapolating the autocorrelation function outside the observation interval. The extrapolation is such that a minimal number of constraints is imposed on it. The equivalence of various derivation of the maximum entropy spectrum is proved in this paper and various examples are given to illustrate the properties of the maximum entropy spectrum. Finally the relation of the maximum entropy method to other techniques for estimating the spectrum is given. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1977
Accession Number
ADA062371

Entities

People

  • D. A. Gray

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Autocorrelation
  • Computational Science
  • Data Analysis
  • Data Science
  • Department Of Defense
  • Electrical Engineering
  • Equations
  • Estimators
  • Extrapolation
  • Frequency
  • Gaussian Processes
  • Information Science
  • Information Theory
  • Intervals
  • Power Spectra
  • Random Variables
  • Spectra

Fields of Study

  • Mathematics

Readers

  • Atmospheric Science / Meteorology, specifically Wind Wave Turbulence.
  • Computational Modeling and Simulation
  • Materials Science and Engineering.