Comments on "Spectral estimation: An impossibility?"

Comments on "Spectral estimation: An impossibility?"

Spectral estimation is possible from a finite portion of the autocorrelation function. The ambiguity of a multiplicity of permissible spectra all consistent with the data is the very reason why it is possible because each possible spectrum has a different probability. Maximum entropy estimation (MEE...

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Veröffentlicht in:Proceedings of the IEEE 1979-12, Vol.67 (12), p.1672-1673
Hauptverfasser: Soffer, B.H., Kikuchi, R., Nitzberg, R.
Format: Artikel
Sprache:eng
Schlagworte:
Autocorrelation
Contracts
Electrons
Entropy
Estimation theory
Gallium arsenide
Laboratories
Modems
State estimation
Statistics
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Zusammenfassung:Spectral estimation is possible from a finite portion of the autocorrelation function. The ambiguity of a multiplicity of permissible spectra all consistent with the data is the very reason why it is possible because each possible spectrum has a different probability. Maximum entropy estimation (MEE) picks the most probable one as the estimate.
ISSN:0018-9219
1558-2256
DOI:10.1109/PROC.1979.11558