Accession Number:

AD0779693

Title:

A High Resolution Power Spectral Estimate: The Maximum Entropy Method.

Descriptive Note:

Air Force surveys in geophysics.

Corporate Author:

AIR FORCE CAMBRIDGE RESEARCH LABS L G HANSCOM FIELD MASS

Report Date:

1974-02-13

Pagination or Media Count:

25.0

Abstract:

A new spectral estimate, the maximum entropy method, is described. In the maximum entropy method, the entropy change of a signal is maximized under the constraint that the autocorrelation function is the Fourier transform of the spectral power density. The problem reduces to specifying a unit-distance prediction error filter or, equivalently, a whitening filter. The spectral estimates are calculated in two ways 1 by minimizing the error power to obtain the coefficients of the prediction error filter, as suggested by Burg and, 2 by a direct solution of the matrix equation using an algorithm due to Levinson. These results are compared with a modified Blackman-Tukey technique, calculated with a Hamming window. Applications of the maximum entropy method to geomagnetic micropulsations and to the annual sunspot number are shown. Modified author abstract

Subject Categories:

  • Astrophysics
  • Atmospheric Physics
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE