Multivariate Maximum Entropy Spectrum
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B.S. Choi
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Article
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1993
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Elsevier Science
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English
โ 138 KB
Burg's maximum entropy spectrum given the first \(p+1\) autocovariances is the spectrum of an autoregressive process of order \(p\). The purpose of this paper is to present a multivariate version of Burg's spectrum. 1"1993 Academic Press. Inc.