The Maximum Entropy Spectrum and the Burg Technique. Technical Report No. 1: Advanced Signal Processing

This tutorial paper describes the maximum entropy spectrum and the Burg technique for computing the prediction error power and prediction error filter coefficients in the associated spectral estimation formula. The maximum entropy spectrum is identical to the autoregressive spectral estimator. Also included in this paper is a discussion of the K-line spectrum, which is the wavenumber analogue of the frequency-domain maximum entropy spectrum, and the Burg technique modifications necessary for its implementation. The purpose of this paper is to provide a complete and self-contained account of the main features of the maximum entropy spectrum. Since many of the relevant mathematical derivations are not found in the formal published literature, they are incorporated in this paper. Supporting material and various sidelights of the maximum entropy spectrum appear in the appendices.