Extension of maximum entropy spectral analysis. Part 1: The inclusion of prior information
D.R. Farrier · IEE Proceedings F Communications Radar and Signal Processing · 1984
It is shown that, in situations where part of a correlation function can be predicted, it is possible to include this knowledge when forming a spectrum. The proposed method only requires the form of the known correlation function to be available. The method is an extension of the usual maximum entropy method, but it is demonstrated that it is possible to achieve good resolution in poor signal/noise environments.