Spectral estimation from nonconsecutive data

DOI10.1109/TIT.1987.1057380MaRDI QIDQ3773129zbMATHFDO

Authors Novellone Rozario, Athanasios Papoulis

Publication date 1987

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

zbMATH Keywords

autocorrelationspectral estimationLevinson's algorithmnonconsecutive datamaximum entropy spectrumreal discrete-time stochastic processsteepest ascent technique

Mathematics Subject Classification ID

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

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Cited in

(13)

• Nonparametric spectral analysis of gapped data via an adaptive filtering approach
• Spectrum estimation using maximum entropy and multiresolution considerations
• A periodic Levinson-Durbin algorithm for entropy maximization
• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
• Instantaneous spectrum estimation of event-based densities
• scientific article; zbMATH DE number 7049740 (Why is no real title available?)
• On a generalization of the trigonometric moment problem
• Spectral estimation through cubic-spline approximation of a discrete time series
• Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients
• scientific article; zbMATH DE number 922660 (Why is no real title available?)
• The autocorrelation function extrapolation and equivalence of determinant and entropy maximizations
• Compressive Spectral Estimation for Nonstationary Random Processes
• A generalized window approach to spectral estimation

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