Spectral estimation from nonconsecutive data
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Publication:3773129
DOI10.1109/TIT.1987.1057380zbMath0634.62089MaRDI QIDQ3773129
Novellone Rozario, Athanasios Papoulis
Publication date: 1987
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
spectral estimationautocorrelationLevinson's algorithmnonconsecutive datamaximum entropy spectrumreal discrete-time stochastic processsteepest ascent technique
Inference from stochastic processes and spectral analysis (62M15) Statistical aspects of information-theoretic topics (62B10)
Related Items (3)
On a generalization of the trigonometric moment problem ⋮ A periodic Levinson-Durbin algorithm for entropy maximization ⋮ Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients
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