Fast MLM (Maximum Likelihood Method) Power Spectrum Estimation from Uniformly Spaced Correlations

摘要

A fast algorithm is derived for calculating the Capon maximum likelihood method (MLM) power spectrum estimate when given uniformly spaced samples of the correlation function. This algorithm computes a weighted correlation of the predictor coefficients found by running Levinson recursion. The Fourier transform of the result gives the MLM spectrum. This approach also suggests an interesting new comparison between MLM and MEM (Maximum Entropy Method). (Reprints)