Minimum cross-entropy spectral analysis of multiple signals

DOI10.1109/TASSP.1983.1164117zbMath0565.94006OpenAlexW1966387528MaRDI QIDQ3680740

John E. Shore, Rodney W. Johnson

Publication date: 1983

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tassp.1983.1164117

zbMATH Keywords

autocorrelation functionpower spectra

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Differential geometry of a parametric family of invertible linear systems—Riemannian metric, dual affine connections, and divergence

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