A new spectrum extension method that maximizes the multistep minimum prediction error-generalization of the maximum entropy concept

DOI10.1109/78.157189zbMath0746.62094OpenAlexW2164993158MaRDI QIDQ3991438

M. Hafed Benteftifa, S. Unnikrishna Pillai, Theodore I. Shim

Publication date: 28 June 1992

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.157189

zbMATH Keywords

power spectral densityautocorrelationsHermitian Toeplitz matrixmaximum entropy extensionstationary discrete-time stochastic processmaximization of the entropy functionalmaximization of the minimum mean-square errornew spectrum extension methodone-step predictorsstable ARMA (\(n,k-1\)) processtwo-step predictor

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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