9. Numerical Methods  8. Spectral Analysis  8.14 The cospectrum

8.15 The "maximum-entropy" method of spectral estimation

The maximum-entropy method of spectral estimation, developed by Burg (1975), provides an alternative to the traditional approach outlined in this chapter. It is particularly appealing because of its relaxation of some of the restrictions in the conventional analysis and because of its link to information theory. The plots in Fig. 8.2 were made using the maximum-entropy algorithm. There is a brief supplementary discussion of this approach in Chapter 11.
SOURCES AND FURTHER READING

Jenkins, G. M., and D. G. Watts, 1969: Spectral Analysis and Its Applications. Holden-Day, San Francisco, 525 pp.

Lenschow, D. H., and B. B. Stankov, 1986: Length scales in the convective boundary layer. 43 1198-1209.

Press, W. H., Brian P. Flannery, S. A. Teukolsky, and W. T. Vetterling, 1992: Numerical Recipies in C. Second Edition, Cambridge University Press, Cambridge, 735 pp.