Spectral Estimators that Extend the Maximum Entropy and Maximum Likelihood Methods

DOI10.1137/0144028MaRDI QIDQ3333931zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Fourier transformbest linear unbiased estimatorspectral estimatorsbandlimited extrapolationbest linear approximation in Hilbert spaceBurg's maximum entropy methodCapon's maximum likelihood methodeigenvalue/eigenvector methodsPDFT

Mathematics Subject Classification ID

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)

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