A Maximum-Entropy Method for Estimating the Spectrum  

A Maximum-Entropy Method for Estimating the Spectrum

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作  者:陈正寿 王莉萍 于定勇 Wu-joan KIM 

机构地区:[1]Engineering College,Ocean University of China [2]Mathematics Department,Ocean University of China [3]Department of Naval Architecture & Marine Engineering,Mokpo National University

出  处:《China Ocean Engineering》2007年第4期587-596,共10页中国海洋工程(英文版)

基  金:This research was financially supported by the National Natural Science Foundation of China(Grant No.50479028);a Research Fundfor Doctoral Programs of Higher Education of China(Grant No.20060423009)

摘  要:Based on the maximunl-entropy (ME) principle, a new power spectral estimator for random waves is derived in the form of S(ω)=a/8H^2^-(2π)^(d+2)exp[-b(2π/ω)^n],1)y solving a variational problem subject to some quite general constraints. This robust method is comprehensive enough to describe the wave spectra even in extreme wave conditions and is superior to periodogranl method that is not suit'able to process comparatively short or intensively unsteady signals for its tremendous boundary effect and some inherent defects of FKF. Fortunately, the newly derived method for spectral estimation works fairly well, even though the sample data sets are very short and unsteady, and the reliability and efficiency of this spectral estimator have been preliminarily proved.Based on the maximunl-entropy (ME) principle, a new power spectral estimator for random waves is derived in the form of S(ω)=a/8H^2^-(2π)^(d+2)exp[-b(2π/ω)^n],1)y solving a variational problem subject to some quite general constraints. This robust method is comprehensive enough to describe the wave spectra even in extreme wave conditions and is superior to periodogranl method that is not suit'able to process comparatively short or intensively unsteady signals for its tremendous boundary effect and some inherent defects of FKF. Fortunately, the newly derived method for spectral estimation works fairly well, even though the sample data sets are very short and unsteady, and the reliability and efficiency of this spectral estimator have been preliminarily proved.

关 键 词:maximum-entropy method (MEM) maximum-entropy  spectral estimator PDF periodogram method 

分 类 号:O213[理学—概率论与数理统计]

 

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