Causes of Variance in Maximum Entropy Spectral Analysis.
M. D. Green · Defense Technical Information Center (DTIC) · 1977
Maximum entropy methods are currently in use for the estimation of spectral quantities. Although several authors have mentioned excessive variance in this type of estimation, no definitive study on the matter has yet been published. This report investigates the variance in the frequency estimate as a function of signal-to-noise ratio, sample offset, initial phase, and the order of the autoregressive process. A discussion of power estimation is also included. Comparisons with Fourier analysis is included where appropriate. (Author)