论文信息 - Confidence intervals for the maximum entropy spectrum

Confidence intervals for the maximum entropy spectrum

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.

E. Weinstein | D. Burshtein | D. Burshtein | E. Weinstein

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