On a generalization of the maximum entropy Theorem of Burg
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| Autors: | , , |
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| Format: | artículo original |
| Estat: | Versión publicada |
| Data de publicació: | 2017 |
| Descripció: | In this article we introduce some matrix manipulations that allow us to obtain a version of the original Christoffel-Darboux formula, which is of interest in many applications of linear algebra. Using these developments matrix and Jensen’s inequality, we obtain the main result of this proposal, which is the generalization of the maximum entropy theorem of Burg for multivariate processes. |
| Pais: | Portal de Revistas UCR |
| Institution: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Idioma: | Inglés |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/27773 |
| Accés en línia: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/27773 |
| Access Level: | acceso abierto |
| Paraula clau: | multivariate processes maximum entropy theorem Christoffel-Darboux formula procesos multivariados teorema de entropía máxima fórmula de Christoffel-Darboux |