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Relationship between the maximum entropy method and a likelihood ratio test

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

It is demonstrated that the maximum entropy method is closely related to a general likelihood ratio detector which tests for the equality of two covariance matrices. These results may be used to indicate which (if any) maximum entropy spectral estimate contains significant information.

Published in:

Communications, Radar and Signal Processing, IEE Proceedings F  (Volume:131 ,  Issue: 7 )