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Yule-Walker and Burg

  • To: omega-list@xxxxxxxxxx
  • Subject: Yule-Walker and Burg
  • From: Sergey Efremov <svefremov@xxxxxxxxx>
  • Date: Mon, 27 Dec 2004 21:21:36 -0800
  • Old-date: Mon, 27 Dec 2004 21:21:29 -0800 (PST)
  • Old-x-envelope-to: omega-digest

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Are there mathematicians in the list who see the
difference of spectrum derived from solution of
Yule-Walker equations and spectrum derived by Burg
maximum entropy. 

Would you care to explain?

Sergey