Application of the mutual information principle to spectral density estimation

DOI10.1109/TIT.1980.1056169zbMATH Open0431.62058OpenAlexW1986728687MaRDI QIDQ3868641FDOQ3868641

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)

This page was built for publication: Application of the mutual information principle to spectral density estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3868641)