Spectral Estimators that Extend the Maximum Entropy and Maximum Likelihood Methods
DOI10.1137/0144028zbMATH Open0544.62088OpenAlexW2078706618MaRDI QIDQ3333931FDOQ3333931
Authors: Raymond M. Fitzgerald, Charles Byrne
Publication date: 1984
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0144028
Recommendations
Fourier transformbest linear unbiased estimatorspectral estimatorsbandlimited extrapolationbest linear approximation in Hilbert spaceBurg's maximum entropy methodCapon's maximum likelihood methodeigenvalue/eigenvector methodsPDFT
Inference from stochastic processes and spectral analysis (62M15) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Estimation and detection in stochastic control theory (93E10)
Cited In (11)
- A new non‐parametric cross‐spectrum estimator
- Stabilized Reconstruction in Signal and Image Processing
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- Spectral likelihood expansions for Bayesian inference
- Advanced methods for short signal spectrum estimation
- A note on maximum entropy spectrum estimation
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- The G-Spectral Estimator
- Maximum entropy spectral estimation for regular time series of degenerate rank
- Data-Dependent Spectral Windows: Generalizing the Classical Framework to Include Maximum Entropy Estimates
- A new approach to spectral estimation: A tunable high-resolution spectral estimator.
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