ALGORITHMS FOR LEAST-SQUARES LINEAR PREDICTION AND MAXIMUM ENTROPY SPECTRAL ANALYSIS. PART II: FORTRAN PROGRAM

Authors
  1. Barrodale, I.
  2. Erickson, R.E.
Corporate Authors
Defence Research Establishment Pacific, Victoria BC (CAN)
Abstract
The report presents a set of Fortran subroutines which implement the least-squares algorithm for solving three variants of the linear prediction problem. When combined with a suitable driver program, these subroutines can be used to calculate maximum entropy spectra without imposing a Toeplitz structure on the model.
Report Number
REPR-80-2 —
Date of publication
01 Jan 1980
Number of Pages
15
Reprinted from
Geophysics, vol 45, no 3, 1980, p 433-446
DSTKIM No
80-02188
CANDIS No
89874
Format(s):
Electronic Document(PDF);Originator's fiche received by DSIS

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