The Burg problem and Tsallis'entropy

MARÍA B. PINTARELLI; MESON, ALEJANDRO M.; VERICAT FERNANDO

PHYSICS LETTERS A

ELSEVIER SCIENCE BV

Lugar: [Amsterdam]; Año: 1999 vol. 257 p. 145 - 148

0375-9601

A maximum-entropy criterion (MAXENT), involving the q-entropy proposed by Tsallis, is applied to estimate the power spectrum of a real time series of finite length T under the assumption that the autocovariance is known for m+1 lags, where m<T  (Burg problem). For a given input, the spectrum we find for an arbitrary value of q is equal to that of q=1 (standard MAXENT) and it corresponds to an autoregressive model (AR). MAXENT), involving the q-entropy proposed by Tsallis, is applied to estimate the power spectrum of a real time series of finite length T under the assumption that the autocovariance is known for m+1 lags, where m<T  (Burg problem). For a given input, the spectrum we find for an arbitrary value of q is equal to that of q=1 (standard MAXENT) and it corresponds to an autoregressive model (AR).