Power spectrum estimation from noisy and limited autocorrelation values: a maximum entropy approach

L. Rebollo Neira; A.G. Constantinides

doi:10.1016/S0165-1684(96)00162-4

Power spectrum estimation from noisy and limited autocorrelation values: a maximum entropy approach

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Abstract

The problem of estimating the power spectrum from uncertain and limited autocorrelation values is considered in this paper. It is proposed that in order to reduce noise effects in the estimate, oversampling of the available time domain of the data be carried out. The oversampling problem is discussed within a new framework, with a maximum entropy algorithm appropriate to the case when a smoothness property of the power spectrum is required.

Original language	English
Pages (from-to)	135-147
Number of pages	13
Journal	Signal processing
Volume	56
Issue number	2
DOIs	https://doi.org/10.1016/S0165-1684(96)00162-4
Publication status	Published - Jan 1997

Keywords

power spectrum
autocorrelation values
noise
the estimate
oversampling
oversampling problem
maximum entropy algorithm
smoothness property

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10.1016/S0165-1684(96)00162-4

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KW - autocorrelation values

KW - noise

KW - the estimate

KW - oversampling

KW - oversampling problem

KW - maximum entropy algorithm

KW - smoothness property

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Power spectrum estimation from noisy and limited autocorrelation values: a maximum entropy approach

Abstract

Keywords

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