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 |
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Pages (from-to) | 504-510 |
Number of pages | 7 |
Journal | IEEE Transactions on Acoustics, Speech, and Signal Processing |
Volume | 35 |
Issue number | 4 |
DOIs |
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State | Published - Apr 1987 |
Externally published | Yes |