Predictive spectral analysis of short records using maximum entropy |
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| Authors: | Jana Konopásková Reviewer V Červený |
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| Institution: | (1) Geophysical Institute, Czechosl. Acad. Sci., Prague |
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| Abstract: | Summary A method of spectral analysis based on the prediction of the signal by means of AR parameters is proposed. The essence of this method ranks it between the classical methods of spectral analysis and the method of maximum entropy. For sufficiently high SNR its resolution is higher than that of the classical methods. The new method enables power and phase spectra of the signal to be determined, and provides a better determination of the power spectrum amplitude. than the method of maximum entropy. A regularization procedure is presented which abolished the instability of the prediction filter, obtained by the least-squares method.
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