Characteristic correlation time as estimate of optimum filter length in Maximum Entropy Spectral Analysis
نویسنده
چکیده
The application of the proposed criterion to various digital geophysical records has provided satisfactory results. The method is well suited to geophysical signals because they often have a remarkable Markovian character in the broader sense, i.e. the autocovariances have values decreasing roughly exponentially as the time lags increase. Computer simulations on mathematically defined time series confirm the reliability of this criterion.
منابع مشابه
Characteristic correlation time as estimate of optimum filter length in Maximum Entropy Spectral Analysis
The application of the proposed criterion to various digital geophysical records has provided satisfactory results. The method is well suited to geophysical signals because they often have a remarkable Markovian character in the broader sense, i.e. the autocovariances have values decreasing roughly exponentially as the time lags increase. Computer simulations on mathematically defined time seri...
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