Maximum entropy algorithm for spectral estimation problem with aipriori information

DOI10.1063/1.530858zbMath0807.94003OpenAlexW2056170105MaRDI QIDQ4318033

Roman Ugrinovsky

Publication date: 25 January 1995

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.530858

zbMATH Keywords

power densityestimation problemtrigonometric momententropy a priori information

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10) Trigonometric moment problems in one variable harmonic analysis (42A70)

Cites Work

• A Mathematical Theory of Communication
• On an extension problem, generalized Fourier analysis, and an entropy formula
• Problem of search of the minimum of entropy in indeterminate extension problems
• An algorithm for finding the distribution of maximal entropy
• Chebyshev's recursion: Analytic principles and applications
• Information Theory and Statistical Mechanics
• An information theoretical approach to inversion problems

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