A Simple Information Theoretic Proof of the Maximum Entropy Property of Some Gaussian Random Fields
Date
1994Author
Politis, Dimitris NicolasISSN
1057-7149Source
IEEE Transactions on Image ProcessingVolume
3Issue
6Pages
865-868Google Scholar check
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A well known result of Burg and Kiinsch identifies a Gaussian Markov random field with autocovariances specified on a finite part L of the n-dimensional integer lattice, as the random field with maximum entropy among all random fields with same autocovariance values on L. In this correspondence, a simple information theoretic proof of a version of the maximum entropy theorem for random fields in n dimensions is presented in the special case that the given autocovariances are compatible with a unilateral autoregressive process. © 1994 IEEE