Re: Maximum Entropy Spectral Analysis

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Article #90

#90

From: lakerb
Date: Sat, 23 Jan 1993 00:42

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In article <1993Jan22.153858.26131@mailer.cc.fsu.edu>, meyers@lorenz.ocean.fsu.edu (Steve Meyers) writes:
> 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.
>> 
>> Many thanks in advance.
> 
> 
> I'd be *very* interested in this as well. Please post responses.
> 
> Ditto thanks.
> 

A very readable collection of papers is in:

Maximum Entropy in Action
Brian Buck and Vincent A. Macaulay, ed.
Clarendon Press, Oxford, 1991
ISBN 0-19-853963-0 (pbk)
 
Was $35 at a Palo Alto bookstore.

Rob Lake
BP Research
lake@rcwcl1.dnet.bp.com

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Path: arc1-ca.pugleaf.net!sparky!uunet!rcwusr.bp.com!lakerb
From: lakerb@rcwusr.bp.com
Newsgroups: sci.geo.fluids
Subject: Re: Maximum Entropy Spectral Analysis
Message-ID: <1993Jan22.184246.121@rcwusr>
Date: 22 Jan 93 18:42:46 -0600
References: <C18FAs.Cwn@ucunix.san.uc.edu> <1993Jan22.153858.26131@mailer.cc.fsu.edu>
Organization: BP Research, Cleveland, OH (USA)
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