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![]() | Maximum entropy spectral analysis | ![]() |
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This criterion is not of practical value unless it is possible to obtain reasonably good
estimates of the variance and bias of . This problem is not easily solved, but
satisfactory approximate solutions can probably be found. However, this approach
will NOT be pursued here.
This notation has been introduced to help the reader understand why one should
expect such an optimum operator length to exist. Spectral estimates are nearly always designed to
decrease the bias as increases. (MESA is clearly designed this way.) However, when the
bias is small, the variance is a measure of the ragged oscillations
makes
around
. Since most people prefer to study a smooth spectrum, a balance between
variance and bias is our goal.
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![]() | Maximum entropy spectral analysis | ![]() |
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