Notes on maximum-entropy processing (Corresp.)

Least Squares Parameter Estimation for Dynamic Processes

“…This technique, where the maximum entropy for the power spectral density S yy .i!/ is determined for a pure AR filter, has e.g. been described by Edward and Fitelson (1973) as well as Ulrych and Bishop (1975).…”

Spectral Analysis of a Univariate Process with Bad Data Points, via Maximum Entropy and Linear Predictive Techniques

“…using (19), (1), (21), and (23). Thus, the minimum-error sequence is uncorrelated with allpast and future values of the input except at the same time instant,…”

“…This is in fact the approach adopted by some authors; see, for example, reference 2, equation (19 TR 5303…”

Maximum entropy spectral analysis for streamflow forecasting

“…For a stationary random process BESA computes spectral power from the autocorrelation of given lags, without assuming autocorrelation of unknown lags as zero [11]. It has an advantage over classical method in terms of computational ease, short and smooth spectra with a high degree of resolution, and robustness of estimates and their stability.…”