A NEW APPROACH TO THE ESTIMATION OF CONTINUOUS SPECTRA

Abstract

In the first part of this paper a new method of applying the Maximum Entropy Principle (MEP) is presented, which makes use of a “frequency related” entropy, and which is valid for all stationary processes. The method is believed valid only in the case of discrete spectra. In the second part of the paper, a method of estimating continuous spectra in the presence of noise is presented, which makes use of the Mutual Information Principle (MIP). Although the method proceeds smoothly in mathematical terms, there appear to be some difficulties in interpreting the physical meaning of some of the expressions. Examples in the use of both methods are presented, for the usual practical problem of estimating a power spectrum for a process whose autocorrelation function is partially known a priori.

Citation

TZANNES, N.S. and AVGERIS, T.G. (1981), "A NEW APPROACH TO THE ESTIMATION OF CONTINUOUS SPECTRA", Kybernetes, Vol. 10 No. 2, pp. 123-133. https://doi.org/10.1108/eb005584