WebThe MRE approach to inverse problems, introduced by Shore and Johnson (1980) and Shore (1981), following the pioneering work of E. Jaynes in Bayesian/ Maximum Entropy methods, has met with considerable success in spectral and image analysis and the hydrological inverse problem. MRE is a method for solving the general underdetermined … WebMethods for determining ARMA(n, m) filters from covariance and cepstral estimates are proposed In [C I Byrnes, P Enqvist, and A Lindquist, SIAM J Control Optim, 41 ( 2002), pp 23-59], we have shown that an ARMA( n, n) model determines and is uniquely determined by a window r(0), r(1),, r(n) of covariance lags and c(1), c(2),, c(n) of cepstral lags This …

Maximum Entropy Spectral Analysis , by John Parker Burg

WebJ. P. Burg, Maximum entropy spectral analysis, in Proceedings of the 37th Meeting Society of Exploration Geophysicists, Tulsa, 1967. ... Maximum Entropy Pole-Zero Estimation, Technical report 510, Research Laboratory of Electronics, Massachusetts Institute of Technology, Cambridge, MA, 1985. WebThere are now many proofs that the maximum entropy stationary stochastic process, subject to a finite number of autocorrelation constraints, is the Gauss Markov process of … bougheys transport

Spectrum estimation using maximum entropy and …

WebThe duality between the maximum entropy method (MEM) of spectral analysis and the autoregressive (AR) representation of the data allows the application of recent advances … http://people.ece.umn.edu/~georgiou/files/HRTSA/SpecAn.html boughey street stoke-on trent