On a generalization of the maximum entropy Theorem of Burg
Αποθηκεύτηκε σε:
| Συγγραφείς: | , , |
|---|---|
| Μορφή: | artículo original |
| Κατάσταση: | Versión publicada |
| Ημερομηνία έκδοσης: | 2017 |
| Περιγραφή: | 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. |
| Χώρα: | Portal de Revistas UCR |
| Ίδρυμα: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Γλώσσα: | Inglés |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/27773 |
| Διαθέσιμο Online: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/27773 |
| Access Level: | acceso abierto |
| Λέξη-Κλειδί : | multivariate processes maximum entropy theorem Christoffel-Darboux formula procesos multivariados teorema de entropía máxima fórmula de Christoffel-Darboux |