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
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AN - SCOPUS:0023328980
SN - 0096-3518
VL - 35
SP - 504
EP - 510
JO - IEEE Transactions on Acoustics, Speech, and Signal Processing
JF - IEEE Transactions on Acoustics, Speech, and Signal Processing
IS - 4
ER -