Empirical investigation of iterative maximum-entropy spectral estimation of one-dimensional random processes

摘要

Abstract: In this paper we provide the results of an empirical investigation of iterative maximum entropy spectrum estimation. The Lim-Malik algorithm is compared to the Burg algorithm on a number of analytic as well as practical one-dimensional signals. We study the convergence of the Lim-Malik algorithm and suggest some criteria to assure convergence in the one-dimensional case.!10