Evaluation of Maximum Entropy Method of Spectrum Estimation
Subscribe/Renew Journal
The parametric models AR/MA/ARMA are sometimes not capable in finding out the power spectral densities of random sequences. Under such circumstances the non-parametric methods outperform the parametric ones because of the sensitivity of the latter to model specifications. The Maximum Entropy Method (MEM) is regarded as the Non-parametric method of spectral estimation, it suggests one possible way of extrapolating the autocorrelation sequence so that a more accurate estimate of the spectrum can be obtained with better resolution. This paper investigates the work of realizing MEM and evaluating it's performance with Minimum Variance (MV) method and classical methods.
Keywords
Abstract Views: 199
PDF Views: 3