Computation of minimum cross entropy spectral estimates: An unconstrained dual convex programming method

DOI10.1109/TIT.1986.1057161MaRDI QIDQ3709720zbMATH OpenOpenAlexFDO

Authors Patrick L. Brockett, A. Charnes, Kwang H. Paick

Publication date 1986

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

Full work available at URL https://doi.org/10.1109/tit.1986.1057161

zbMATH Keywords

Lagrange multipliersminimum cross entropy spectral analysisspectral density estimatesunconstrained dual convex programming problem

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99) Convex programming (90C25)

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(7)

• Quadratically constrained minimum cross-entropy analysis
• A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem
• Information theoretic framework for process control
• A convex dual approach to the computation of NMR complex spectra
• Minimum cross-entropy spectral analysis of multiple signals
• A Dual Approach to Multidimensional L_p Spectral Estimation Problems
• An interpretation of the dual problem of the THREE-like approaches

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