Application of the mutual information principle to spectral density estimation

DOI10.1109/TIT.1980.1056169MaRDI QIDQ3868641zbMATH OpenOpenAlexFDO

Authors T. G. Avgeris, Eric Lithopoulos, N. S. Tzannes

Publication date 1980

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

Full work available at URL https://doi.org/10.1109/tit.1980.1056169

zbMATH Keywords

entropypower spectrumspectral density estimationmutual information principlepartial knowledge of autocorrelation function

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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