Confidence Intervals for the Maximum Entropy Spectrum

Research output: Contribution to journalComment/debate

Abstract

We present a computationally efficient method of calculating confidence intervals for the maximum entropy (ME) or autoregressive (AR) spectrum, based on new theoretical considerations. The method is consistent with the well-known asymptotic results, and it can be incorporated under certain assumptions into the Levinson-Durbin recursion. The method is also extended to ME wavenumber estimation.

Original languageEnglish
Pages (from-to)504-510
Number of pages7
JournalIEEE Transactions on Acoustics, Speech, and Signal Processing
Volume35
Issue number4
DOIs
StatePublished - Apr 1987
Externally publishedYes

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