Multidimensional maximum-entropy covariance extension

DOI10.1109/18.30972zbMath0674.62058OpenAlexW2091595279MaRDI QIDQ3828920

Hanoch Lev-Ari, Sydney R. Parker, Thomas Kailath

Publication date: 1989

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.30972

zbMATH Keywords

partial covariancebanded inverseautoregressive approximationgraph-theoretic criterionmaximum-entropy extensionsmultidimensional recursible autoregressive modelsnonstationary multidimensional signaluniversal characterization of maximum-entropy covariances

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Communication, information (94A99) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (6)

Quantifying filter bank decorrelating performance via matrix diagonality ⋮ Two-dimensional model-based power spectrum estimation for nonextendible correlation bisequences ⋮ A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem ⋮ Computationally efficient steady-state multiscale estimation for 1-D diffusion processes ⋮ Multidimensional Rational Covariance Extension with Applications to Spectral Estimation and Image Compression ⋮ Input design for Bayesian frequency response identification via convex programming

This page was built for publication: Multidimensional maximum-entropy covariance extension