Maximum entropy deconvolution

Burg´s maximum entropy method has been used with success in spectral estimation. This paper is an attempt to generalize the maximum entropy method to the deconvolution of positive signals from a finite set of linear measurements. In this paper, we also investigate the existence of a solution to the deconvolution problem using a geometric approach. By formulating the deconvolution problem as an unconstrained optimization problem, our procedure will provide the maximum entropy deconvolved positive signal when it exists. Otherwise, the algorithm diverges.