Some Mathematical Methods for Spectrum Estimation

John J. Benedetto
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John J. Benedetto: University of Maryland, Department of Mathematics

A chapter in Fourier Techniques and Applications, 1985, pp 73-100 from Springer

Abstract: Abstract In these lectures we state the spectrum estimation problem (Section 5) and develop periodogram (Section 6) and maximum entropy (Section 7) methods used for its solution. The two methods are really general approaches for dealing with the problem, and most spectrum estimation algorithms fall into one or the other of these categories. Our presentation is decidedly mathematical, but our bibliography contains references for many of the specific engineering and statistical algorithms derived from the techniques outlined herein.

Keywords: Power Spectrum; Spectral Estimation; Maximum Entropy Method; Approximate Identity; Spectrum Estimation (search for similar items in EconPapers)
Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-2525-3_5

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DOI: 10.1007/978-1-4613-2525-3_5

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