GENERAL METHOD OF MINIMUM CROSS-ENTROPY SPECTRAL ESTIMATION.
Date
1985Author
Tzannes, Michael A.Politis, Dimitris Nicolas
Tzannes, N. S.
Source
IEEE Transactions on Acoustics, Speech, and Signal ProcessingVolume
ASSP-33Issue
3Pages
748-752Google Scholar check
Keyword(s):
Metadata
Show full item recordAbstract
A new, general approach to estimating power spectra based on minimizing a cross-entropy functional involving spectral densities is presented. Examples are worked out using this approach as well as J. E. Shore's (1979) minimum cross-entropy spectral analysis (MCESA) and J. P. Burg's (1967) maximum entropy spectral analysis (MESA). The results show that aside from its wider applicability, ease of implementation, and pedagogical advantage, the method performs better than MESA and as well as, or better than, MCESA.