The Burg problem and Tsallis' entropy

✍ Scribed by María B. Pintarelli; Alejandro M. Mesón; Fernando Vericat

• Book ID: 104337489
• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 57 KB
• Volume: 257
• Category: Article
• ISSN: 0375-9601
• DOI: 10.1016/s0375-9601(99)00315-1

✦ Synopsis

A maximum-entropy criterion MAXENT , involving the q-entropy proposed by Tsallis, is applied to estimate the power spectrum of a real time series of finite length T under the assumption that the autocovariance is known for m q 1 lags, Ž . where m -T Burg problem . For a given input, the spectrum we find for an arbitrary value of q is equal to that of q s 1 Ž . Ž . standard MAXENT and it corresponds to an autoregressive model AR .