Maximum Entropy Spectral Analysis: an application to gravitational waves data analysis
最大熵谱分析及其在引力波数据分析中的应用
The Maximum Entropy Spectral Analysis (MESA) method, developed by Burg, offers a powerful tool for spectral estimation of a time-series. It relies on Jaynes' maximum entropy principle, allowing the spectrum of a stochastic process to be inferred using the coefficients of an autoregressive process AR($p$) of order $p$. A closed-form recursive solution provides estimates for both the autoregressive coefficients and the order $p$ of the process. We provide a ready-to-use…