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Maximum entropy spectral analysis and autoregressive decomposition
Abstract
The duality between the maximum entropy method (MEM) of spectral analysis and the autoregressive (AR) representation of the data allows the application of recent advances in AR analysis to MEM in an attempt to obviate some shortcomings in this method of spectral decomposition. Specifically, this paper investigates the work of Akaike (1969 a,b) on a criterion for choosing the length of the required prediction error filter and compares two methods of determining the filter coefficients. Recent work by Kromer (1970) on asymptotic properties of the AR spectral estimator is also of importance. Some preliminary results of the splitting of the normal modes of the earth are presented as an illustration of the application of MEM to geophysics.
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Cites
A Mathematical Theory of Communication
Shannon, C. E. (1948) · Bell System Technical Journal · doi:10.1002/j.1538-7305.1948.tb01338.x · Cited by 88,486
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A new mode of communication between man and his surroundings
Keirn, Z. A., & Aunon, J. I. (1990) · IEEE Transactions on Biomedical Engineering · doi:10.1109/10.64464 · Cited by 435
A study on the optimum order of autoregressive models for heart rate variability.
Boardman, A., Schlindwein, F. S., Rocha, A. P., & Leite, A. (2002) · Physiological Measurement · doi:10.1088/0967-3334/23/2/308 · Cited by 228
Metadata
- Authors
- Ulrych, T. J., & Bishop, T. N.
- Venue
- Reviews of Geophysics
- Publisher
- American Geophysical Union (AGU)
- Published
- 1975-02
- Volume
- 13
- Issue
- 1
- Pages
- 183-200
- ISSN
- 0096-1043 (ISSN-L)
- 8755-1209
- 1944-9208
- OpenAlex
- W2132930716
- Cited by
- 999
- References
- 1
- FWCI
- 50.01
- Type
- journal article
- Language
- en
- Open access
- closed
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- Ulrych, T. J., & Bishop, T. N. (1975). Maximum entropy spectral analysis and autoregressive decomposition. Reviews of Geophysics. https://doi.org/10.1029/rg013i001p00183
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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