A solution to the problem of spontaneous line splitting in maximum entropy power spectrum analysis

摘要: Under certain conditions, Burg maximum entropy spectra of sampled sine waves, in the presence additive Gaussian white noise, show either spontaneous line splitting (at low noise levels) or appreciable frequency shifting moderate levels). This difficulty arises because an unnecessary constraint is imposed during minimization prediction error power. When relaxed and a lighter one imposed, power decreases problem solved. The nature discussed, mathematical details new method are presented. verified by using few simple test cases which healed reduced drastically (Fougere, 1975).