A note on maximum entropy spectrum estimation

This article studies the maximum entropy spectrum estimation. After a bnei discussion on iiow co select ciic appropriate constraints and tiie objec¬tive functions, we decide to choose the constraints containing only the first four sample moments and, consequently, to employ the second order spectral entropy as the objective function. The resulting (maximum entropy) spectral estimate is the power spectral density of an ARMA sequence. Examples for comparing our proposal with the traditional maximum entropy spectral estimate follow at the end.