Abstract
The maximum entropy (ME) spectrum, or its equivalent form of the autoregressive (AR) spectrum, has been used as a tool for harmonic analysis of time series in geophysics. This paper critically examines its usage in estimating the amplitude and the exponential decay rate of a harmonic function. The argument is based upon Prony's relation, which relates a complex-conjugate pair of poles for the AR model of the time series on one hand, to the complex frequency of one harmonic component in the time series on the other. It is found that: (i) the ME spectrum can be used as an estimator for the decay rate in a way similar to the Fourier spectral analysis; (ii) the ME spectrum contains no information whatsoever about the amplitude, contrary to what has been claimed and practiced in geophysical applications.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
