Thread View: sci.geo.fluids
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Started by Michael Alan Roberts
Fri, 22 Jan 1993 01:40
Maximum Entropy Spectral Analysis
Author: Michael Alan Roberts
Date: Fri, 22 Jan 1993 01:40
Date: Fri, 22 Jan 1993 01:40
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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. Michael Roberts roberts@ucunix.san.uc.edu
Re: Maximum Entropy Spectral Analysis
Author: Steve Meyers
Date: Fri, 22 Jan 1993 15:38
Date: Fri, 22 Jan 1993 15:38
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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. __________________________________________________________________ Steven Meyers MASIG B-174 | meyers@lorenz.ocean.fsu.edu Florida State University | Tele: 904-644-1168 Tallahassee, FL 32306-3041 | FAX: 904-644-9642 __________________________________________________________________
Re: Maximum Entropy Spectral Analysis
Author: Richard Ottolini
Date: Fri, 22 Jan 1993 15:59
Date: Fri, 22 Jan 1993 15:59
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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.
Re: Maximum Entropy Spectral Analysis
Author: lakerb
Date: Sat, 23 Jan 1993 00:42
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
Re: Maximum Entropy Spectral Analysis
Author: Pim van Meurs
Date: Sun, 24 Jan 1993 21:19
Date: Sun, 24 Jan 1993 21:19
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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. Marple, Digital spectral analysis with applications, Prentice Hall Signal Processing Series. $65.00, 1987. Is a very readable book with most methods explained and accompagnied by listings of programs and an IBM disk. Very good book. Pim van Meurs -- Pim van Meurs UC San Diego Scripps Institution of Oceanography Mail Code A-030 UUCP : ...!ucsd!ssurf.ucsd.edu!VANMEURS UCSD La Jolla CA 92093 ARPA : VANMEURS@ssurf.ucsd.edu (619)-458 9729 Home Bitnet : VANMEURS%ssurf.ucsd.edu@sdsc
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