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Robustness of entropy-minimax spectral estimates
Authors:V. V. Savchenko
Abstract:The robustness of the entropy-minimax method with respect to perturbations in the sampled data is investigated. The limits and conditions of robustness are determined on the basis of an information-theoretic test of efficiency.Nizhny Novgorod State Technical University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 36, No. 12, pp. 1113–1117, December, 1993.
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