• DocumentCode
    858902
  • Title

    Relative entropy and the multivariable multidimensional moment problem

  • Author

    Georgiou, Tryphon T.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Univ. of Minnesota, Minneapolis, MN
  • Volume
    52
  • Issue
    3
  • fYear
    2006
  • fDate
    3/1/2006 12:00:00 AM
  • Firstpage
    1052
  • Lastpage
    1066
  • Abstract
    Entropy-like functionals on operator algebras have been studied since the pioneering work of von Neumann, Umegaki, Lindblad, and Lieb. The best known are the von Neumann entropy |(rho):=-trace(rhologrho) and a generalization of the Kullback- Leibler distance S(rhoparsigma):=trace(rhologrho-rhologsigma), referred to as quantum relative entropy and used to quantify distance between states of a quantum system. The purpose of this paper is to explore | and S as regularizing functionals in seeking solutions to multivariable and multidimensional moment problems. It will be shown that extrema can be effectively constructed via a suitable homotopy. The homotopy approach leads naturally to a further generalization and a description of all the solutions to such moment problems. This is accomplished by a renormalization of a Riemannian metric induced by entropy functionals. As an application, we discuss the inverse problem of describing power spectra which are consistent with second-order statistics, which has been the main motivation behind the present work
  • Keywords
    entropy; inverse problems; method of moments; multidimensional signal processing; statistical analysis; Riemannian metric; algebra operator; homotopy approach; inverse problem; multivariable multidimensional moment problem; quantum relative entropy; second-order statistics; Algebra; Entropy; Inverse problems; Multidimensional systems; Polarization; Probability distribution; Radar scattering; Sensor arrays; Sensor phenomena and characterization; Spectral analysis; Covariance realization; moment problem; multidimensional; multivariable; quantum entropy; spectral analysis;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2005.864422
  • Filename
    1603771