MaxEnt power spectrum estimation using the Fourier transform for irregularly sampled data applied to a record of stellar luminosity

DOI10.1007/S10509-011-0922-4MaRDI QIDQ422262zbMATH OpenOpenAlexFDO

Authors Robert W. Johnson

Publication date 16 May 2012

Published in Astrophysics and Space Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.0446

zbMATH Keywords

Fourier transformirregular samplingpower spectral densitymaximum entropy data analysis

Mathematics Subject Classification ID

Applications of statistics to physics (62P35) Measures of information, entropy (94A17) Statistical astronomy (85A35) Radiative transfer in astronomy and astrophysics (85A25)

Abstract: The principle of maximum entropy is applied to the spectral analysis of a data signal with general variance matrix and containing gaps in the record. The role of the entropic regularizer is to prevent one from overestimating structure in the spectrum when faced with imperfect data. Several arguments are presented suggesting that the arbitrary prefactor should not be introduced to the entropy term. The introduction of that factor is not required when a continuous Poisson distribution is used for the amplitude coefficients. We compare the formalism for when the variance of the data is known explicitly to that for when the variance is known only to lie in some finite range. The result of including the entropic measure factor is to suggest a spectrum consistent with the variance of the data which has less structure than that given by the forward transform. An application of the methodology to example data is demonstrated.

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Cited in

(4)

• Estimating Jakes' Doppler power spectrum parameters using the whittle approximation
• Power spectrum estimation. II: Linear maximum likelihood
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• Towards Generalized FRI Sampling With an Application to Source Resolution in Radioastronomy

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