Minimum-Cross-Entropy Spectral Analysis of Multiple Signals.

Abstract

This paper presents a new information-theoretic method for simultaneously estimating a number of power spectra when a prior estimate of each is available and new information is obtained in the form of values of the autocorrelation function of their sum. A derivation of the method from the principle of minimum cross entropy is given, and the method is compared with maximum-entropy spectral analysis and with minimum-cross-entropy spectral analysis, of which it is a generalization. Some basic mathematical properties are discussed. Two illustrative numerical examples are included, one based on synthetic spectra, and one based on actual speech data. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 07, 1981
Accession Number
ADA097531

Entities

People

  • J. E. Shore
  • Wayne Johnson

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Autocorrelation
  • Classification
  • Computations
  • Coordinate Systems
  • Distortion
  • Estimators
  • Frequency
  • Information Theory
  • Noise
  • Power Spectra
  • Probability
  • Probability Distributions
  • Random Variables
  • Security
  • Spectra
  • Speech
  • Speech Analysis

Readers

  • Statistical inference.