ON COMPARISON OF LEVINSON, HYBRID AND MAXIMUM-ENTROPY SPECTRAL ESTIMATION METHODS WITH THE 2-D MINIMUM FREE-ENERGY METHOD

Authors
Citation
P. Kiernan, ON COMPARISON OF LEVINSON, HYBRID AND MAXIMUM-ENTROPY SPECTRAL ESTIMATION METHODS WITH THE 2-D MINIMUM FREE-ENERGY METHOD, Compel, 15(2), 1996, pp. 86
Citations number
12
Categorie Soggetti
Mathematical Method, Physical Science","Computer Science Interdisciplinary Applications",Mathematics,"Engineering, Eletrical & Electronic
Journal title
CompelACNP
ISSN journal
03321649
Volume
15
Issue
2
Year of publication
1996
Database
ISI
SICI code
0332-1649(1996)15:2<86:OCOLHA>2.0.ZU;2-4
Abstract
Discusses the 2-D minimum free energy (MFE) parameter and spectral est imation method and presents an algorithm for its implementation. Notes a profound lack of results in the literature on 2-D spectral estimati on methods and on their comparison. To address this issue and to impar t an overall impression of the performance of 2-D MFE, compares result s from the Levinson method, a maximum entropy method (MEM), and a hybr id method with 2-D MFE. Points out that 2-D MFE can provide superior s pectral estimates to that produced with MEM and that, in general, MFE requires a larger area of correlation support than the hybrid method. Also notes that 2-D MFE can provide superior spectral estimation over the 2-D Levinson algorithm.