On the Role of Lag Selection in Minimum‐Relative‐Entropy Spectral Estimation
Rallis C. Papademetriou
(School of Systems Engineering, Portsmouth Polytechnic, UK)
40
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
:MCB UP Ltd
Copyright © 1991, MCB UP Limited