Predictive filtering and smoothing of short records by using maximum entropy
Tadeusz J. Ulrych, D. E. Smylie, O. G. Jensen, Garry K. C. Clarke · Journal of Geophysical Research Atmospheres · 1973
This paper presents a method of filtering and smoothing short records which depends on the prediction of the data by means of J. P. Burg's algorithm for estimating the maximum entropy power spectrum. A method of determining the prediction filter for prediction distance m from the unit distance prediction filter is developed. Examples of notch filtering and of optimum smoothing of short records are considered.