Maximum entropy and maximum likelihood in spectral estimation

DOI10.1109/18.669428MaRDI QIDQ4400365zbMATH OpenOpenAlexFDO

Authors Henry Landau

Publication date 2 August 1998

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.669428

zbMATH Keywords

maximum-entropy spectral measuremaximum-likelihood spectral measuresspectral estimation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and spectral analysis (62M15)

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(12)

• Maximum entropy principle in problems of identification of a class of nonstationary signals
• Convergence rate of Newton's method for \(L_2\) spectral estimation
• Maximum entropy and determinate action on random processes with a 1/f spectrum
• Smooth and semismooth Newton methods for constrained approximation and estimation
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• On the maximum entropy method for interval covariance sequences
• Maximum entropy spectral estimation for regular time series of degenerate rank
• scientific article; zbMATH DE number 4058557 (Why is no real title available?)
• A note on maximum entropy spectrum estimation
• Data-Dependent Spectral Windows: Generalizing the Classical Framework to Include Maximum Entropy Estimates
• Maximum likelihood estimation of the spectral density parameter
• A smoothing Newton-type method for solving the \(L _{2}\) spectral estimation problem with lower and upper bounds

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