• DocumentCode
    894716
  • Title

    On the maximum entropy problem with autocorrelations specified on a lattice

  • Author

    Politis, Dimitris N.

  • Author_Institution
    Dept. of Stat., Purdue Univ., West Lafayette, IN, USA
  • Volume
    41
  • Issue
    4
  • fYear
    1993
  • fDate
    4/1/1993 12:00:00 AM
  • Firstpage
    1715
  • Lastpage
    1716
  • Abstract
    The maximum entropy process with autocorrelations specified on a finite lattice is identified as a Gaussian autoregressive process with a special structure in its coefficients. The autoregressive coefficients can be obtained by means of a fast algorithm. This result extends Burg´s (1967) well-known maximum entropy theorem, where the autocorrelation is constrained for consecutive lags
  • Keywords
    correlation theory; information theory; stochastic processes; Burg theorem; Gaussian autoregressive process; autocorrelations; autoregressive coefficients; fast algorithm; finite lattice; maximum entropy process; maximum entropy theorem; stochastic process; Autocorrelation; Constraint theory; Entropy; Equations; Lattices; Random variables; Signal processing algorithms; Statistics; Stochastic processes; Terrorism;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.212752
  • Filename
    212752
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=894716