MadSci Network: Engineering
Query:

Subject: Please describe how P. J. Burg's maximum entropy method works.

Date: Fri May 2 02:16:05 1997
Posted by Chris Burke
Grade level: other
School: N/A
City: West Hills State/Province: CA
Country: USA
Area of science: Engineering
ID: 862557365.Eg
Message:
I have a basic grasp of the logic behind the Fourier approach, but 
I can't seem to find a lucid explanation of the logic behind the 
Maximum Entropy model of describing a time series' power spectrum 
that doesn't rely on an assumed advanced mathematical background. In
other words, since I'm new to time series math, I need help breaking 
this down into bite sized pieces with a graphical description of
what's happening with each piece. I am solidly grounded mathematically
through high school trig, and have had one course in calculus, but
found the trig alone sufficient to get me through the Fourier stuff.
Thanks in advance for any help.

Re: Please describe how P. J. Burg's maximum entropy method works.

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