1974
DOI: 10.1190/1.1440413
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On the Calculation of Filter Coefficients for Maximum Entropy Spectral Analysis

Abstract: The maximum entropy method (MEM) for spectral analysis was suggested by Burg (1967). Its mathematical properties have been discussed in detail by Lacoss (1971), Burg (1972), and Ulrych (1972b) who found that the MEM in general is superior to the more conventional methods of spectral estimation. It has, for example, better resolution and gives more realistic power estimates, especially for short data records. However, the application of the method in the analysis of more complicated geophysical data series is r… Show more

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Cited by 338 publications
(146 citation statements)
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“…2. A 0 represents the annual mean intensity and A 1 is the intensity amplitude of the principal period obtained by Maximum Entropy Method (Anderson, 1974). As it was already shown in Fig.…”
Section: Discussionmentioning
confidence: 67%
“…2. A 0 represents the annual mean intensity and A 1 is the intensity amplitude of the principal period obtained by Maximum Entropy Method (Anderson, 1974). As it was already shown in Fig.…”
Section: Discussionmentioning
confidence: 67%
“…They have undergone considerable quality control, with random errors reduced to approximately _+0.4øK through optimum interpolation [Gandin, 1963] onto a 2 ø latitude by 5 ø longitude grid at depths of 0, 20, 40, 60, 80, 120, and 160 m each month. Subsequently, for both GISST and BT temperature-gridded fields, gaps in the time record were filled by applying maximum-entropy spectral analysis to each individual time series [Andersen, 1974]. Where gaps exceeded 20% of the record, time sequences were eliminated from further consideration.…”
Section: Observations and Methodsmentioning
confidence: 99%
“…Most spikes were removed manually. Short gaps up to 3 hours were filled linearly, while longer gaps up to 12 days were filled spectrally following Andersen [1974]. After as many gaps were filled as possible the data were low passed with a 60+ 1+60 point Cosine-Lanczos filter that removed the diurnal fides, inertial oscillations (23.9 hours at 30 ø of latitude), and all higher frequencies, leaving <0.5% of the energy at 25 hours.…”
Section: Current Meter Arraymentioning
confidence: 99%