Maximum entropy power spectrum estimation with uncertainty in correlation measurements

DOI10.1109/TASSP.1984.1164309zbMath0582.62083MaRDI QIDQ3704779

Jean-Pierre Schott, James H. McClellan

Publication date: 1984

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

correlation measurementsmaximum entropy power spectrum estimationcorrelation-approximating constraintmultidimensional MEM algorithmnonuniformly sampled arrays

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Multidimensional Rational Covariance Extension with Approximate Covariance Matching ⋮ Autoregressive identification of Kronecker graphical models

This page was built for publication: Maximum entropy power spectrum estimation with uncertainty in correlation measurements