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

L. Rebollo Neira, A.G. Constantinides

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)135-147
Number of pages13
JournalSignal processing
Volume56
Issue number2
DOIs
Publication statusPublished - Jan 1997

Keywords

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

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