Duality for multidimensional MEM spectral analysis

The solution to the general multidimensional MEM spectral estimation problem is described. A detailed derivation of the dual optimisation problem, in which entropy is minimised, is given. A necessary and sufficient condition for the existence of a solution to the general problem is presented. The theory is also extended to a `correlation-approximating¿¿ MEM spectral estimate. Algorithms applicable to the dual problem are discussed.