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Relationship between the maximum entropy method and a likelihood ratio test

 

作者: D.R.Farrier,  

 

期刊: IEE Proceedings F (Communications, Radar and Signal Processing)  （IET Available online 1984）
卷期: Volume 131, issue 7  

页码: 714-718

 

年代: 1984

 

DOI:10.1049/ip-f-1.1984.0107

 

出版商: IEE

 

数据来源: IET

 

摘要:

It is demonstrated that the maximum entropy method is closely related to a general likelihood ratio detector which tests for the equality of two covariance matrices. These results may be used to indicate which (if any) maximum entropy spectral estimate contains significant information.

 

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