1971IEEE Transactions on Information TheoryRequires access

Alternative interpretation of maximum entropy spectral analysis (Corresp.)

A. van den Bos

Open publisher page 269 citations

Abstract

Maximum entropy spectral analysis is a method for the estimation of power spectra with a higher resolution than can be obtained with conventional techniques. This is achieved by extrapolation of the autocorrelation function in such a way that the entropy of the corresponding probability density function is maximized in each step of the extrapolation. This correspondence also gives a simple interpretation of the method without entropy considerations.

About this research paper

What this paper is about

Maximum entropy spectral analysis is a method for the estimation of power spectra with a higher resolution than can be obtained with conventional techniques. This is achieved by extrapolation of the autocorrelation function in such a way that the entropy of the corresponding probability density function is maximized in each step of the extrapolation. This correspondence also gives a simple interpretation of the method without entropy considerations.

Why it matters

OpenAlex reports 269 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Maximum entropy spectral analysis is a method for the estimation of power spectra with a higher resolution than can be obtained with conventional techniques. This is achieved by extrapolation of the autocorrelation function in such a way that the entropy of the corresponding probability density function is maximized in each step of the extrapolation. This correspondence also gives a simple interpretation of the method without entropy considerations.

Key concepts: Maximum entropy spectral estimation, Extrapolation, Principle of maximum entropy, Autocorrelation, Maximum entropy probability distribution, Entropy (arrow of time), Mathematics, Statistical physics

Related papers

Back to paper searchBrowse research topicsOriginal source
Alternative interpretation of maximum entropy spectral analysis (Corresp.) — Research Paper | ScholarLens