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http://worldcat.org/entity/work/id/2809933

Multisignal Minimum-Cross-Entropy Spectrum Analysis With Weighted Priors

This report presents a generalization of multisignal minimum cross entropy spectrum analysis (multisignal MCESA), a 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 theirsum. The generalization involes attaching to each prior spectrum estimate a frequency dependent weighting parameter that indicates its relative reliability, or the relative degree of belief associated with it. Mathematical properties of the generalized method are discussed, and illustrative numerical examples are given.

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  • "This report presents a generalization of multisignal minimum cross entropy spectrum analysis (multisignal MCESA), a 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 theirsum. The generalization involes attaching to each prior spectrum estimate a frequency dependent weighting parameter that indicates its relative reliability, or the relative degree of belief associated with it. Mathematical properties of the generalized method are discussed, and illustrative numerical examples are given."@en

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  • "Multisignal Minimum-Cross-Entropy Spectrum Analysis With Weighted Priors"@en
  • "Multisignal minimum-cross-entropy spectrum analysis with weighted priors"
  • "Multisignal minimum-cross-entropy spectrum analysis with weighted priors"@en

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