A linear programming approach to the estimation of the power spectra of harmonic processes

作者: S. Levy , C. Walker , T. Ulrych , P. Fullagar

DOI: 10.1109/TASSP.1982.1163928

关键词: Symmetric matrixHigh resolutionAlgorithmPrinciple of maximum entropyMathematicsEntropy (information theory)Spectral lineMaximum entropy spectral estimationLinear programmingAutocorrelationMathematical optimization

摘要: A new approach to the estimation of high resolution power spectra harmonic processes is presented. This uses linear programming (LIP) exploit spiky character L 1 norm. Results for LIP spectral estimate are contrasted with those using various formulations maximum entropy algorithm.

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