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On the calculation of filter coefficients for maximum entropy spectral analysis
Abstract
The maximum entropy method (MEM) for spectral analysis was suggested by Burg (1967). Its mathematical properties have been discussed in detail by Lacoss (1971), Burg (1972), and Ulrych (1972b) who found that the MEM in general is superior to the more conventional methods of spectral estimation. It has, for example, better resolution and gives more realistic power estimates, especially for short data records. However, the application of the method in the analysis of more complicated geophysical data series is reported in a surprisingly small number of papers. Ulrych (1972a) successfully used the MEM for the analysis of data on long period geomagnetic reversals.
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Cited by
Spectrum analysis—A modern perspective
Kay, S. M., & Marple, S. L. (1981) · Proceedings of the IEEE · doi:10.1109/proc.1981.12184 · Cited by 3,146
Passivity breakdown, pit initiation and propagation of pits in metallic materials – Review
Soltis, J. (2015) · Corrosion Science · doi:10.1016/j.corsci.2014.10.006 · Cited by 730
Effects of Insufficient Sleep on Blood Pressure Monitored by a New Multibiomedical Recorder
Tochikubo, O., Ikeda, A., Miyajima, E., & Ishii, M. (1996) · Hypertension · doi:10.1161/01.hyp.27.6.1318 · Cited by 473
Time series modelling and maximum entropy
Ulrych, T. J., & Clayton, R. W. (1976) · Physics of the Earth and Planetary Interiors · doi:10.1016/0031-9201(76)90047-9 · Cited by 431
Strengths and Limitations of Period Estimation Methods for Circadian Data
Zielinski, T., Moore, A. M., Troup, E., Halliday, K. J., & Millar, A. J. (2014) · PLoS ONE · doi:10.1371/journal.pone.0096462 · Cited by 344
Metadata
- Authors
- Andersen, N.
- Venue
- Geophysics
- Publisher
- Society of Exploration Geophysicists
- Published
- 1974-02-01
- Volume
- 39
- Issue
- 1
- Pages
- 69-72
- ISSN
- 0016-8033 (ISSN-L)
- 1942-2156
- OpenAlex
- W2073557785
- Cited by
- 349
- References
- 0
- FWCI
- 14.26
- Type
- journal article
- Language
- en
- Open access
- closed
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