Minimum-cross-entropy spectral analysis of multiple signals
Abstract
This paper presents a new information-theoretic method for simultaneously estimating a number of power spectra when a prior estimate of each is available and new information is obtained in the form of values of the autocorrelation function of their sum. A derivation of the method from the principle of minimum cross entropy is given, and the method is compared with maximum-entropy spectral analysis and with minimum-cross-entropy spectral analysis, of which it is a generalization. Some basic mathematical properties are discussed. Two illustrative numerical examples are included, one based on synthetic spectra, and one based on actual speech data.
- Publication:
-
Naval Research Lab. Report
- Pub Date:
- April 1981
- Bibcode:
- 1981nrl..reptR....J
- Keywords:
-
- Information Theory;
- Minimum Entropy Method;
- Signal Analysis;
- Spectrum Analysis;
- Autocorrelation;
- Monotone Functions;
- Noise Reduction;
- Optimization;
- Power Spectra;
- Probability Distribution Functions;
- Speech;
- Electronics and Electrical Engineering