Duality for multidimensional MEM spectral analysis
- 1 January 1983
- journal article
- Published by Institution of Engineering and Technology (IET) in IEE Proceedings F Communications, Radar and Signal Processing
- Vol. 130 (3) , 230-235
- https://doi.org/10.1049/ip-f-1.1983.0037
Abstract
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.Keywords
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