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Extension of maximum entropy spectral analysis. Part 2: Interpretation and application of the method

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1 Author(s)
D. R. Farrier ; Southampton University, Electrical Engineering Department, Southampton, UK

The maximum entropy method for spectral analysis is extended by assuming part of the spectrum to be known, a priori. It is shown that the extended method is still consistent with the Jaynes principle of maximising the entropy of the process. An example is included which demonstrates that the extended method produces improved results, even when incomplete background spectral information is assumed.

Published in:

Communications, Radar and Signal Processing, IEE Proceedings F  (Volume:131 ,  Issue: 1 )