An iterative algorithm for power spectrum estimation in the maximum entropy method
N. Wu · IEEE Transactions on Acoustics Speech and Signal Processing · 1988
The maximum entropy method is considered that uses the entropy model of the form given by B.R. Frieden (1973). An iterative algorithm is presented that does not require conditions such as causality, minimum-phase, etc., and can be used for any dimensionality. The implementation of the algorithm is discussed.>