Title :
An information-theoretic derivation of the 2-D maximum entropy spectrum
Author :
Choi, ByoungSeon
Author_Institution :
Yonsei Univ., Seoul, South Korea
Abstract :
It is known that the spectrum of the two-dimensional (2-D) stochastic process maximizing the entropy rate, among stationary Gaussian processes subject to a finite number of autocorrelation constraints, is that of the 2-D autoregressive (AR) process. We consider a 2-D entropy maximization problem, in which stationarity and normality are not assumed. The burden of proof is then shifted from the previous focus on the calculus of variations and complex analysis to a string of information-theoretic relationships.
Keywords :
Gaussian processes; autoregressive processes; correlation methods; information theory; maximum entropy methods; spectral analysis; 2D autoregressive process; 2D entropy maximization problem; 2D maximum entropy spectrum; 2D stochastic process; AR process; autocorrelation constraints; entropy rate; information theory; stationary Gaussian processes; Autocorrelation; Calculus; Constraint theory; Covariance matrix; Entropy; Gaussian processes; Information analysis; Information theory; Stochastic processes; Two dimensional displays;
Journal_Title :
Signal Processing Letters, IEEE
