Maximum entropy spectral estimation

ID: maximum-entropy-spectral-estimation

Maximum Entropy Spectral Estimation (MESE) is a technique used in signal processing and time series analysis to estimate the power spectral density (PSD) of a signal. The method is particularly useful for estimating the spectra of signals that have a finite duration and are drawn from a possibly non-stationary process. ### Key Concepts 1. **Entropy**: In the context of information theory, entropy is a measure of uncertainty or randomness.

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