Optimization of Burg's entropy over linear constraints (Q756379)

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Optimization of Burg's entropy over linear constraints
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    Optimization of Burg's entropy over linear constraints (English)
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    1991
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    Two special-purpose iterative algorithms for maximization of Burg's entropy function subject to linear inequalities are presented. Both are ``row-action'' methods which use in each iteration the information contained in only one constraint. One is an underrelaxed Bregman algorithm which requires at each iterative step the solution of a system of equations. In contrast with this, the second algorithm employs a closed-form formula for the iterative step. Complete analyses of the convergence for both algorithms are given.
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    row-action methods
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    hybrid algorithm
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    iterative algorithms
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    Burg's entropy function
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    linear inequalities
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    underrelaxed Bregman algorithm
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    convergence
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