ON THE CALCULATION OF FILTER COEFFICIENTS FOR MAXIMUM ENTROPY SPECTRAL ANALYSIS

Abstract

The maximum entropy method (MEM) for spectral analysis was suggested by Burg (1967). Its mathematical properties have been discussed in detail by Lacoss (1971), Burg (1972), and Ulrych (1972b) who found that the MEM in general is superior to the more conventional methods of spectral estimation. It has, for example, better resolution and gives more realistic power estimates, especially for short data records. However, the application of the method in the analysis of more complicated geophysical data series is reported in a surprisingly small number of papers. Ulrych (1972a) successfully used the MEM for the analysis of data on long period geomagnetic reversals.