[PDF] MaxEnt power spectrum estimation using the Fourier transform for irregularly sampled data applied to a record of stellar luminosity | Semantic Scholar

MaxEnt power spectrum estimation using the Fourier transform for irregularly sampled data applied to a record of stellar luminosity

@article{Johnson2012MaxEntPS,
title={MaxEnt power spectrum estimation using the Fourier transform for irregularly sampled data applied to a record of stellar luminosity},
author={R. W. Johnson},
journal={Astrophysics and Space Science},
year={2012},
volume={338},
pages={35-48}
}

The principle of maximum entropy is applied to the spectral analysis of a data signal with general variance matrix and containing gaps in the record. The role of the entropic regularizer is to prevent one from overestimating structure in the spectrum when faced with imperfect data. Several arguments are presented suggesting that the arbitrary prefactor should not be introduced to the entropy term. The introduction of that factor is not required when a continuous Poisson distribution is used for… CONTINUE READING