A new spectrum extension method that maximizes the multistep minimum prediction error-generalization of the maximum entropy concept (Q3991438): Difference between revisions
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Revision as of 23:37, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new spectrum extension method that maximizes the multistep minimum prediction error-generalization of the maximum entropy concept |
scientific article |
Statements
A new spectrum extension method that maximizes the multistep minimum prediction error-generalization of the maximum entropy concept (English)
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28 June 1992
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new spectrum extension method
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stationary discrete-time stochastic process
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power spectral density
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Hermitian Toeplitz matrix
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autocorrelations
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maximization of the entropy functional
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maximization of the minimum mean-square error
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one-step predictors
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stable ARMA (\(n,k-1\)) process
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maximum entropy extension
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two-step predictor
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