| MadSci Network: Engineering |
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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