Answers are grounded in this paper and cite their sources.
The maximum entropy method provides an estimate of the power spectral density which maximizes the entropy of a stationary random process from the first <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">N</tex> lags of the autocorrelation function. The method is extended to accommodate weighted errors in the measured autocorrelation function.
No takes yet. Share an insight, caveat, or question.
William I. Newman (1977) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: