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Evaluation of Maximum Entropy Method of Spectrum Estimation


Affiliations
1 Dept of EEE in Vignan’s Institute of Information Technology, Vishakhapatnam, India
2 Dept of EEE in S.V.University, Tirupati, India
3 Dept.of EEE in Vignan’s Institute of Information Technology, Visakhapatnam, India
4 Dept. of ECE in GVP College of Engg, Visakhapatnam, India
     

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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

Minimum Variance Method, Maximum Entropy Method, Monte-carlo Simulation, Non-parametric Methods, Random Process, Spectrum Estimation.
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  • Evaluation of Maximum Entropy Method of Spectrum Estimation

Abstract Views: 200  |  PDF Views: 3

Authors

P. SasiKiran
Dept of EEE in Vignan’s Institute of Information Technology, Vishakhapatnam, India
T. GowriManohar
Dept of EEE in S.V.University, Tirupati, India
S. KoteswaraRao
Dept.of EEE in Vignan’s Institute of Information Technology, Visakhapatnam, India
K. Bramaramba
Dept. of ECE in GVP College of Engg, Visakhapatnam, India

Abstract


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


Minimum Variance Method, Maximum Entropy Method, Monte-carlo Simulation, Non-parametric Methods, Random Process, Spectrum Estimation.