On the Maximum Entropy Method for Interval Covariance Sequences

Craig R. Shankwitz; Tryphon T Georgiou

doi:10.1109/29.60117

On the Maximum Entropy Method for Interval Covariance Sequences

Craig R. Shankwitz
, Tryphon T Georgiou

Electrical and Computer Engineering

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

Given an interval covariance sequence, we consider the existence of a maximum entropy spectral estimate. It is shown that a maximum entropy spectral estimate does exist, and, moreover, it is unique.

Original language	English (US)
Pages (from-to)	1815-1817
Number of pages	3
Journal	IEEE Transactions on Acoustics, Speech, and Signal Processing
Volume	38
Issue number	10
DOIs	https://doi.org/10.1109/29.60117
State	Published - Oct 1990

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title = "On the Maximum Entropy Method for Interval Covariance Sequences",

abstract = "Given an interval covariance sequence, we consider the existence of a maximum entropy spectral estimate. It is shown that a maximum entropy spectral estimate does exist, and, moreover, it is unique.",

author = "Shankwitz, \{Craig R.\} and Georgiou, \{Tryphon T\}",

year = "1990",

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JO - IEEE Transactions on Acoustics, Speech, and Signal Processing

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On the Maximum Entropy Method for Interval Covariance Sequences

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