On the Maximum Entropy Problem with Autocorrelations Specified on a Lattice
Ημερομηνία
1993Συγγραφέας
Politis, Dimitris NicolasISSN
1053-587XSource
IEEE Transactions on Signal ProcessingVolume
41Issue
4Pages
1715-1716Google Scholar check
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Εμφάνιση πλήρους εγγραφήςΕπιτομή
The maximum entropy process with autocorrelations specified on a finite lattice is identified to be a Gaussian autoregressive process with a special structure in its coefficients. The autoregressive coefficients can be obtained by means of a fast algorithm. This result extends Burg's well-known maximum entropy theorem, where the autocorrelation is constrained for consecutive lags. © 1993 IEEE