Optimization of Burg's entropy over linear constraints

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Publication:756379





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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