- Published 1987 in IEEE Trans. Acoustics, Speech, and Signal…
DOI:10.1109/TASSP.1987.1165156

We present a computationally efficient method of calculating confidence intervals for the maximum entropy (ME) or autoregressive (AR) spectrum, based on new theoretical considerations. The method is consistent with the well-known asymptotic results, and it can be incorporated under certain assumptions into the Levinson-Durbin recursion. The method is also… CONTINUE READING

### Presentations referencing similar topics