The Retrieval of Harmonics from a Covariance Function

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ID: 296971
1973
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Abstract
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.
Reference Key
openalex_W2019833178 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors В. Ф. Писаренко
Journal geophysical journal international
Year 1973
DOI
10.1111/j.1365-246x.1973.tb03424.x
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