Open AccessThe Retrieval of Harmonics from a Covariance Function
Author(s) -
Pisarenko V. F.
Publication year - 1973
Publication title -
geophysical journal of the royal astronomical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.302
H-Index - 168
eISSN - 1365-246X
pISSN - 0016-8009
DOI - 10.1111/j.1365-246x.1973.tb03424.x
Subject(s) - harmonics , covariance , covariance function , mathematics , estimator , maximum entropy spectral estimation , spherical harmonics , mathematical analysis , principle of maximum entropy , physics , statistics , quantum mechanics , voltage
Summary A new method for retrieving harmonics from a covariance function is introduced. The method is based on a theorem of Caratheodory about the trigonometrical moment problem. The relation between this method and the ‘maximum entropy’ spectral estimator is discussed, and the effect of a small addition of a noise component is investigated. A numerical example is discussed.