On the method of maximum entropy spectrum estimation (Corresp.)

DOI10.1109/TIT.1983.1056605zbMath0502.65087OpenAlexW2009464128MaRDI QIDQ3968447

Albert Arcese

Publication date: 1983

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1983.1056605

zbMATH Keywords

Toeplitz determinantcorrelation coefficientsYule-Walker equationsbordering techniquesforward and backward predictor errorsmethod of maximum entropy spectrum estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Iterative numerical methods for linear systems (65F10) Numerical computation of determinants (65F40) Probabilistic methods, stochastic differential equations (65C99)

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