On a generalization of the maximum entropy Theorem of Burg

 

Tallennettuna:
Bibliografiset tiedot
Tekijät: Marcano, José, Infante, Saba, Sánchez, Luis
Aineistotyyppi: artículo original
Tila:Versión publicada
Julkaisupäivä:2017
Kuvaus: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.
Maa:Portal de Revistas UCR
Organisaatio:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Kieli:Inglés
OAI Identifier:oai:portal.ucr.ac.cr:article/27773
Linkit:https://revistas.ucr.ac.cr/index.php/matematica/article/view/27773
Access Level:acceso abierto
Sanahaku:multivariate processes
maximum entropy theorem
Christoffel-Darboux formula
procesos multivariados
teorema de entropía máxima
fórmula de Christoffel-Darboux