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An approximation theoretic approach to maximum entropy spectral analysis

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2 Author(s)
Byrne, C.L. ; U.S. Naval Research Laboratory, Washington, DC ; Fitzgerald, R.

It is shown that the theory of best approximation in weighted mean square can be used to provide a mathematical foundation for the analysis and extension of the maximum entropy method of spectral analysis.

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Acoustics, Speech and Signal Processing, IEEE Transactions on  (Volume:31 ,  Issue: 3 )