94-5 Roman Ugrinovsky
MAXIMUM ENTROPY ALGORITHM FOR SPECTRAL ESTIMATION PROBLEM WITH A PRIORI INFORMATION (33K, RevTeX) Jan 12, 94
Abstract , Paper (src), View paper (auto. generated ps), Index of related papers

Abstract. The power density estimation problem with a priori information about spectrum is considered. The problem is reduced to power density estimation problem with spectral gaps. The solution of the problem is studied in the context of the trigonometric moment problem with gaps. We establish the necessary and sufficient conditions for the existence of solution and describe all solutions in indeterminate case. A new definition of the entropy functional is given. The effective algorithm to construct maximum entropy solution is proposed. A number of explicit illustrations are presented.

Files: 94-5.tex