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Jaynes' principle and maximum entropy spectral estimation

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1 Author(s)
D. Farrier ; Southampton University, Southampton, England

This paper makes use of Jaynes' principle to include prior information into a maximum entropy spectral estimate. Such information is often available, but is not included in the usual maximum entropy method. The paper develops an algorithm which is particularly simple to implement for equispaced correlation lags. A numerical example demonstrates the effectiveness of the technique, and its superiority to the usual maximum entropy method.

Published in:

IEEE Transactions on Acoustics, Speech, and Signal Processing  (Volume:32 ,  Issue: 6 )