Extension to the maximum entropy method II

Authors:
W. Newman
Affiliations:
-
Venue:
IEEE Transactions on Information Theory
Year:
1979

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A genetic algorithm approach to the spectral estimation of time series with noise and missed observations

Information Sciences: an International Journal

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Abstract

The maximum entropy method provides an estimate of the power spectral density which maximizes the entropy of a stationary random process from the firstNlags of the autocorrelation function. The method is applied to cases where some of the firstNautocorrelation function lags are unknown.