Multisignal Minimum-Cross-Entropy Spectrum Analysis With Weighted Priors.

Abstract

This report presents a generalization of multisignal minimum cross entropy spectrum analysis (multisignal MCESA), a 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 theirsum. The generalization involes attaching to each prior spectrum estimate a frequency dependent weighting parameter that indicates its relative reliability, or the relative degree of belief associated with it. Mathematical properties of the generalized method are discussed, and illustrative numerical examples are given.

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Document Details

Document Type
Technical Report
Publication Date
Jul 27, 1983
Accession Number
ADA132358

Entities

People

  • John Shore
  • Rodney W. Johnson

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Autocorrelation
  • Background Noise
  • Classification
  • Computer Programs
  • Distortion
  • Frequency
  • Information Theory
  • Military Research
  • Noise
  • Power Spectra
  • Random Variables
  • Security
  • Spectra
  • Spectrum Analysis
  • Stationary Processes
  • Stochastic Processes

Readers

  • Approximation Theory.
  • Statistical inference.