Spectral estimation from nonconsecutive data

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)

zbMATH Keywords

spectral estimationautocorrelationLevinson's algorithmnonconsecutive datamaximum entropy spectrumreal discrete-time stochastic processsteepest ascent technique

Mathematics Subject Classification ID

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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