A maximum entropy filter
F.J. Harris · Defense Technical Information Center (DTIC) · 1975
An adaptive line tracking technique to improve the resolution and tracking performance of standard Discrete Fourier Transform techniques is described. The technique employs a Maximum Entropy, or one-step linear prediction filter. The recursive nature of the filter precludes the necessity of matrix inversion. A variable memory fade factor forces the filter to rely more heavily on recent data to facilitate tracking of nonstationary spectral lines.