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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Maximum entropy spectral estimation ： ウィキペディア英語版 Maximum entropy spectral estimation Maximum entropy spectral estimation is a method of spectral density estimation. The goal is to improve the spectral quality based on the principle of maximum entropy. The method is based on choosing the spectrum which corresponds to the most random or the most unpredictable time series whose autocorrelation function agrees with the known values. This assumption, which corresponds to the concept of maximum entropy as used in both statistical mechanics and information theory, is maximally non-committal with regard to the unknown values of the autocorrelation function of the time series. It is simply the application of maximum entropy modeling to any type of spectrum and is used in all fields where data is presented in spectral form. The usefulness of the technique varies based on the source of the spectral data since it is dependent on the amount of assumed knowledge about the spectrum that can be applied to the model. In maximum entropy modeling, probability distributions are created on the basis of that which is known, leading to a type of statistical inference about the missing information which is called the maximum entropy estimate. For example, in spectral analysis the expected peak shape is often known, but in a noisy spectrum the center of the peak may not be clear. In such a case, inputting the known information allows the maximum entropy model to derive a better estimate of the center of the peak, thus improving spectral accuracy. ==Method description== The overall idea is that the maximum entropy rate stochastic process that satisfies the given constant autocorrelation and variance constraints, is a linear Gauss-Markov process with i.i.d. zero-mean, Gaussian input. The maximum entropy rate, strongly stationary stochastic process $x\_i$ with autocorrelation sequence $R\_(k),\; k\; =\; 0,1,\; \backslash dots\; P$ satisfying the constraints: :$R\_(k)\; =\; \backslash alpha\_k$ for arbitrary constants $\backslash alpha\_k$ is the $P$-th order, linear Markov chain of the form: :$x\_i\; =\; -\backslash sum\_^P\; a\_k\; x\_\; +\; y\_i$ where the $y\_i$ are zero mean, i.i.d. and normally-distributed of finite variance $\backslash sigma^2$. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Maximum entropy spectral estimation」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.