Multichannel complex maximum entropy (autoregressive) spectral analysis

The Burg reflection-coefficient method for maximum entropy (antoregressive) spectral estimation is generalized to apply to multichannel complex signal. It is shown that all resulting power matrices are positive definite. Preliminary numerical results obtained for a monochromatic signal with noise indicate that the determinants of the power matrices are rapidly reduced as the number of filter coefficients is increased, and that superior spectral resolution can be expected.