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.
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container_end_page 1673
container_issue 12
container_start_page 1672
container_title Proceedings of the IEEE
container_volume 67
creator Soffer, B.H.
Kikuchi, R.
Nitzberg, R.
description 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.
doi_str_mv 10.1109/PROC.1979.11558
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subjects Autocorrelation
Contracts
Electrons
Entropy
Estimation theory
Gallium arsenide
Laboratories
Modems
State estimation
Statistics
title Comments on "Spectral estimation: An impossibility?"
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