Maximum entropy and maximum likelihood in spectral estimation

DOI10.1109/18.669428zbMath0906.62098OpenAlexW2125829984MaRDI QIDQ4400365

Henry J. Landau

Publication date: 2 August 1998

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

Full work available at URL: https://doi.org/10.1109/18.669428

zbMATH Keywords

spectral estimationmaximum-entropy spectral measuremaximum-likelihood spectral measures

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Smooth and Semismooth Newton Methods for Constrained Approximation and Estimation ⋮ Convergence rate of Newton's method for \(L_2\) spectral estimation ⋮ A smoothing Newton-type method for solving the \(L _{2}\) spectral estimation problem with lower and upper bounds

This page was built for publication: Maximum entropy and maximum likelihood in spectral estimation