ARMA model maximum entropy power spectral estimation
نویسندگان
چکیده
منابع مشابه
Maximum Entropy and Spectral Estimation
The temperature of a gas corresponds to the average kinetic energy of the molecules in the gas. What can we say about the distribution of velocities in the gas at a given temperature? We know from physics that this distribution is the maximum entropy distribution under the temperature constraint, otherwise known as the Maxwell-Boltzmann distribution. The maximum entropy distribution corresponds...
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Proof of Lemma A.1. (i) As Θa is open, we can choose a small neighborhood N (θ • a) whose closure N (θ• a) is contained in Θa. By continuity of a (·; ·), compactness of {z : |z| ≤ 1} × N (θ• a), and the condition a (z; θa) 6= 0 for |z| ≤ 1 and θa ∈ Θa, we can find a positive δ (θ• a) such that a (z; θa) 6= 0 for |z| ≤ 1 + 2δ (θ• a) and θa ∈ N (θ• a). That the inverse a (z; θa) −1 has the stated...
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Recently, a method for generating an ARMA spectral estimator model which possessed super— resolution performance was developed [2]. This method entailed minimizing a weighted quadratic functional of a set of 'basic error terms." An issue which remained to be resolved at that time was the selection of the weighting matrix that characterized the functional being minimized. A weighting matrix sele...
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ژورنال
عنوان ژورنال: IEEE Transactions on Acoustics, Speech, and Signal Processing
سال: 1984
ISSN: 0096-3518
DOI: 10.1109/tassp.1984.1164434