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Multivariate Maximum Entropy Spectrum

โœ Scribed by B.S. Choi

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
138 KB
Volume
46
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

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.

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