A Nonlinear Maximum Entropy Method for Spectral Estimation.

摘要

An intensive research study is made of the nonlinear maximum entropy spectral analysis method proposed by P.F. Fougere of AFGL. The research not only provides a much better understanding of the properties of the method including spectral resolution, convergence, etc. but also shows that the method can be performed effectively with the PDP 11/45 minicomputer. The successful implementation of the method is described in the program listings in Appendix I. Extensive computer results are presented on various data. These results clearly confirm that the nonlinear method is superior to the Burg's maximum entropy spectral analysis. Preliminary results on the multichannel (multivariate) maximum entropy spectral analysis, the two-dimensional maximum entropy spectral analysis, and computer graphics for the spectral display are also presented. An extensive bibliography of the maximum entropy spectral analysis is given in Appendix III. (Author)