Abstract
Estimation of the energy spectrum of a random time sequence {x(l)} according to the entropy-minimax method (EMM) is implemented in a system of M linear decorrelators having different orders m = 1, 2, ..., M (see [1]). Its computation formula for a sample of size L is (1) and uses the set of squares of the amplitude-frequency responses (AFR) of the decorrelators. The conclusions which have been drawn may be extended to varying degree to other well-known methods of group estimation which do not differ fundamentally in efficiency from the considered Berg method. Thus, the results of the investigation which has been performed of the proposed method for the group estimation of spectra convincingly prove the expediency of its application in cases of restricted samplings and low signal/noise ratios.
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