Issue No.06 - November/December (2005 vol.7)
Bert Rust , US National Institute for Standards and Technology
Denis Donnelly , Siena College
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MCSE.2005.126
It's rare that we have only one way in which to approach a particular topic?fortunately, spectrum estimation isn't one of those rare cases. In the most recent article of this series, we considered the periodogram and correlogram estimators for the power spectral density (PSD) function. However, they are only two of several possibilities. In this installment, we consider two additional kinds of spectrum estimates: autoregressive (AR) estimates and the maximum entropy (ME) method.
autoregression, FFT, fast Fourier transform, maximum entropy
Bert Rust, Denis Donnelly, "The Fast Fourier Transform for Experimentalists, Part IV: Autoregressive Spectral Analysis", Computing in Science & Engineering, vol.7, no. 6, pp. 85-90, November/December 2005, doi:10.1109/MCSE.2005.126