On the Maximum Entropy Method for Interval Covariance Sequences

Craig R. Shankwitz, Tryphon T Georgiou

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

Given an interval covariance sequence, we consider the existence of a maximum entropy spectral estimate. It is shown that a maximum entropy spectral estimate does exist, and, moreover, it is unique.

Original languageEnglish (US)
Pages (from-to)1815-1817
Number of pages3
JournalIEEE Transactions on Acoustics, Speech, and Signal Processing
Volume38
Issue number10
DOIs
StatePublished - Oct 1990

Bibliographical note

Copyright:
Copyright 2015 Elsevier B.V., All rights reserved.

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