Algorithms for least-squares linear prediction and maximum entropy spectral analysis; Part II; Fortran program
I. Barrodale, Ranel E. Erickson · Geophysics · 1980
Abstract We present a set of Fortran subroutines which implement the least-squares algorithm described in Part I (Barrodale and Erickson, 1980, this issue) for solving three variants of the linear prediction problem. When combined with a suitable driver program, these subroutines can be used to calculate maximum entropy spectra without imposing a Toeplitz structure on the model.