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Alternative interpretation of maximum entropy spectral analysis (Corresp.)

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Maximum entropy spectral analysis is a method for the estimation of power spectra with a higher resolution than can be obtained with conventional techniques. This is achieved by extrapolation of the autocorrelation function in such a way that the entropy of the corresponding probability density function is maximized in each step of the extrapolation. This correspondence also gives a simple interpretation of the method without entropy considerations.

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Information Theory, IEEE Transactions on  (Volume:17 ,  Issue: 4 )