🚀 go-pugleaf

In article <C18FAs.Cwn@ucunix.san.uc.edu> roberts@ucunix.san.uc.edu (Michael Alan Roberts) writes:
>Sorry if this is an FAQ, but I am trying to learn about the Burg
>algorithm for Maximum Entropy Spectral Analysis, the Akaike Information
>Criterion, and the Prony method of spectral analysis.
>
>From my reading of some journal articles, it appears that geophysicists
>have had a great need for these techniques, and might be expected to
>know of them.
>
>I am looking for a more basic description of the logic and mathematics
>of MESA, AIC, and Prony. I would also be interested to know if anyone
>has experience with any software that does any of this.

These algorithms make assumptions what happens to missing data because experiments usually collect
too little data to get accurate spectral resolution.
Astronomers use this stuff a lot.
Burg's thesis advisor, Claerbout, just published a book called Basic Earth Imaging in which he
discusses these issues from a geophysicists viewpoint.  Code is included.