Chrestenson最大熵谱估计的计算

本文研究p-平稳随机序列在Chrestenson变换意义下的功率谱密度及其最大熵谱估计的计算。得到了功率谱密度函数与熵率的关系式及最大熵谱估计的正规方程。在采样数据个数为p~m的情况下,最大熵谱估计可直接由已知的有限自相关数据表示。这些结果与Fourier意义下的最大熵谱估计有很大的不同。

Computation of Chrestenson Maximum Entropy Spectral Estimation

In this paper the power spectral density of p-adic stationary stochastic prosess under the sence of Chrestenson transform and its maximum entropy estimator are studied. The relationship formula between the power spectral density and the entropy rate and the normal equations of maximum entropy spectral estimator which is expressed in finite form are obtained. When the number of sampling data is p, the maximum entropy estimator can be directly expressed by the known finite autocorrelation data. These results are much different from those of Fourier's.