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

DOI10.1007/S10509-011-0922-4zbMATH Open1238.85022arXiv1105.0446OpenAlexW3099259907MaRDI QIDQ422262FDOQ422262

Authors: Robert W. Johnson 

Publication date: 16 May 2012

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

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.

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

Recommendations

• Time-scale and time-frequency analyses of irregularly sampled astronomical time series
• An algorithm for deconvolution by the maximum entropy method with astronomical applications
• Estimating a common period for a set of irregularly sampled functions with applications to periodic variable star data
• Starlet Transform in Astronomical Data Processing
• Starlet Transform in Astronomical Data Processing
• Maximum-Likelihood Nonparametric Estimation of Smooth Spectra From Irregularly Sampled Data
• An Information Theoretic Algorithm for Finding Periodicities in Stellar Light Curves
• Power spectrum estimation from noisy and limited autocorrelation values: A maximum entropy approach
• An application of the Fourier transform to sections of star bodies
• scientific article; zbMATH DE number 3888720

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)

Cites Work

• Title not available (Why is that?)
• A fast algorithm for Chebyshev, Fourier, and sinc interpolation onto an irregular grid
• Title not available (Why is that?)
• Bayesian spectrum analysis and parameter estimation. (Extensive revision of the dissertation, Washington Univ. 1987)
• Title not available (Why is that?)
• Linear inversion by the method of maximum entropy
• Bayesian Logical Data Analysis for the Physical Sciences
• Title not available (Why is that?)

Cited In (4)

• Towards Generalized FRI Sampling With an Application to Source Resolution in Radioastronomy
• Title not available (Why is that?)
• Estimating Jakes' Doppler power spectrum parameters using the whittle approximation
• Power spectrum estimation. II: Linear maximum likelihood

This page was built for publication: MaxEnt power spectrum estimation using the Fourier transform for irregularly sampled data applied to a record of stellar luminosity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q422262)