最大熵谱法及其在随机信号处理中的应用

The Method of Maximum Entropy Spectral Analysis and It's Application in Random Signal Processing

工程界对随机信号处理手段的要求越来越高,传统的处理方法巳不能满足工程技术日益发展的需要。本文概述了最大熵谱法的基本原理及计算公式的推导,并介绍了实用的计算程序。通过与周期图法的实例计算比较,表明该法在工程随机信号处理应用中的优越性。

This paper introduces a modern digit signal processing method, the maximum entropy spectral analysis, and the applicable program. Three practical examples which are calcuiated with this method and classical method are respectively presented. It shows that the method of maximum entropy spectral analysis is more accurate and effective comparing with the classical method in random signal processing.