Confidence Intervals for the Maximum Entropy Spectrum

David Burshtein; Ehud Weinstein

doi:10.1109/TASSP.1987.1165156

Confidence Intervals for the Maximum Entropy Spectrum

Research output: Contribution to journal › Comment/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 language	English
Pages (from-to)	504-510
Number of pages	7
Journal	IEEE Transactions on Acoustics, Speech, and Signal Processing
Volume	35
Issue number	4
DOIs	https://doi.org/10.1109/TASSP.1987.1165156
State	Published - Apr 1987
Externally published	Yes

Access to Document

10.1109/TASSP.1987.1165156

Cite this

@article{1499cd8f107249b09056ffb7e2ef8ff4,

title = "Confidence Intervals for the Maximum Entropy Spectrum",

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.",

author = "David Burshtein and Ehud Weinstein",

year = "1987",

month = apr,

doi = "10.1109/TASSP.1987.1165156",

language = "אנגלית",

volume = "35",

pages = "504--510",

journal = "IEEE Transactions on Signal Processing",

issn = "1053-587X",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "4",

}

TY - JOUR

T1 - Confidence Intervals for the Maximum Entropy Spectrum

AU - Burshtein, David

AU - Weinstein, Ehud

PY - 1987/4

Y1 - 1987/4

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0023328980&partnerID=8YFLogxK

U2 - 10.1109/TASSP.1987.1165156

DO - 10.1109/TASSP.1987.1165156

M3 - תגובה / דיון

AN - SCOPUS:0023328980

VL - 35

SP - 504

EP - 510

JO - IEEE Transactions on Signal Processing

JF - IEEE Transactions on Signal Processing

SN - 1053-587X

IS - 4

ER -

Confidence Intervals for the Maximum Entropy Spectrum

Abstract

Access to Document

Other files and links

Fingerprint

Cite this