On the Role of Lag Selection in Minimum-Relative-Entropy Spectral Estimation

The possibility of improving the quality of the minimum relative entropy spectral estimates by properly selecting the set of autocorrelation values is demonstrated. The study concentrates on two aspects: resolvability and accuracy of peak location. Several numerical examples are given.

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Bibliographic Details
Published in:Kybernetes 1991-02, Vol.20 (2), p.35-48
Main Author: Papademetriou, Rallis C
Format: Article
Language:English
Subjects:
Applied sciences
Detection, estimation, filtering, equalization, prediction
Exact sciences and technology
Information, signal and communications theory
Signal and communications theory
Signal, noise
Telecommunications and information theory
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Description
Summary:The possibility of improving the quality of the minimum relative entropy spectral estimates by properly selecting the set of autocorrelation values is demonstrated. The study concentrates on two aspects: resolvability and accuracy of peak location. Several numerical examples are given.
ISSN:0368-492X
DOI:10.1108/eb005879