Abstract
This paper uses the theoretical properties of the autocorrelation matrices to approach the autocorrelation function extrapolation method based on maximizing the determinant of the autocorrelation matrix. Thus it arrives at the same results as appearing in the literature, while employing less complicated matrix algebra and considering the determinant calculus by matrix partitioning. Then the results obtained in this paper are compared with the maximum entropy spectral estimation method, and the equivalence of the maximum determinant and maximum entropy approaches is shown. Hence, a further understanding of the method is provided and it is deduced that the maximum determinant extrapolation algorithm, may also be used for direct spectral estimation in the maximum entropy method; i.e. without extrapolating the autocorrelation function.
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