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On the Role of Lag Selection in Minimum‐Relative‐Entropy Spectral Estimation

Rallis C. Papademetriou (School of Systems Engineering, Portsmouth Polytechnic, UK)

Kybernetes

ISSN: 0368-492X

Article publication date: 1 February 1991

Abstract

The possibility of improving the quality of the minimum relative entropy spectral estimates by properly selecting the set of autocorrelation values is demonstrated. The study concentrates on two aspects: resolvability and accuracy of peak location. Several numerical examples are given.

Keywords

Citation

Papademetriou, R.C. (1991), "On the Role of Lag Selection in Minimum‐Relative‐Entropy Spectral Estimation", Kybernetes, Vol. 20 No. 2, pp. 35-48. https://doi.org/10.1108/eb005879

Publisher

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MCB UP Ltd

Copyright © 1991, MCB UP Limited