On a generalization of the maximum entropy Theorem of Burg
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| Авторы: | , , |
|---|---|
| Формат: | artículo original |
| Статус: | Versión publicada |
| Дата публикации: | 2017 |
| Описание: | 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. |
| Страна: | Portal de Revistas UCR |
| Институт: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Язык: | Inglés |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/27773 |
| Online-ссылка: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/27773 |
| Access Level: | acceso abierto |
| Ключевое слово: | multivariate processes maximum entropy theorem Christoffel-Darboux formula procesos multivariados teorema de entropía máxima fórmula de Christoffel-Darboux |