Title

Multisignal Spectral Estimation Using An Iterative Relative Entropy Method.

Abstract

A generalization of a method of spectral estimation (M. A. Tzannes, Ch. Moussas, and N. S. Tzannes, Digital Signal Processing, 84, 1984) is presented. The algorithm extends the method to the multiple signals case while still using an iterative procedure of the relative entropy method for estimating the spectral densities of the multisignal input data. Several current methods of relative entropy spectral estimation which involves solving N nonlinear equations simultaneously are also presented. The performance of the presented algorithm is compared to the maximum-entropy and other relative entropy methods, in terms of precision and computational efficiency. Classical examples are repeated and compared between the different methods.

Publication Date

1-1-1988

Publication Title

Conference Proceedings - IEEE SOUTHEASTCON

Number of Pages

45-49

Document Type

Article; Proceedings Paper

Personal Identifier

scopus

Socpus ID

0023844266 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/0023844266

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