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1984•IEEE Transactions on Acoustics Speech and Signal ProcessingRequires access

Jaynes' principle and maximum entropy spectral estimation

D.R. Farrier

Open publisher page 6 citations

Abstract

This paper makes use of Jaynes' principle to include prior information into a maximum entropy spectral estimate. Such information is often available, but is not included in the usual maximum entropy method. The paper develops an algorithm which is particularly simple to implement for equispaced correlation lags. A numerical example demonstrates the effectiveness of the technique, and its superiority to the usual maximum entropy method.

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What this paper is about

This paper makes use of Jaynes' principle to include prior information into a maximum entropy spectral estimate. Such information is often available, but is not included in the usual maximum entropy method. The paper develops an algorithm which is particularly simple to implement for equispaced correlation lags. A numerical example demonstrates the effectiveness of the technique, and its superiority to the usual maximum entropy method.

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OpenAlex reports 6 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

This paper makes use of Jaynes' principle to include prior information into a maximum entropy spectral estimate. Such information is often available, but is not included in the usual maximum entropy method. The paper develops an algorithm which is particularly simple to implement for equispaced correlation lags. A numerical example demonstrates the effectiveness of the technique, and its superiority to the usual maximum entropy method.

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

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