Title :
Relative entropy and the multivariable multidimensional moment problem
Author :
Georgiou, Tryphon T.
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of Minnesota, Minneapolis, MN
fDate :
3/1/2006 12:00:00 AM
Abstract :
Entropy-like functionals on operator algebras have been studied since the pioneering work of von Neumann, Umegaki, Lindblad, and Lieb. The best known are the von Neumann entropy |(rho):=-trace(rhologrho) and a generalization of the Kullback- Leibler distance S(rhoparsigma):=trace(rhologrho-rhologsigma), referred to as quantum relative entropy and used to quantify distance between states of a quantum system. The purpose of this paper is to explore | and S as regularizing functionals in seeking solutions to multivariable and multidimensional moment problems. It will be shown that extrema can be effectively constructed via a suitable homotopy. The homotopy approach leads naturally to a further generalization and a description of all the solutions to such moment problems. This is accomplished by a renormalization of a Riemannian metric induced by entropy functionals. As an application, we discuss the inverse problem of describing power spectra which are consistent with second-order statistics, which has been the main motivation behind the present work
Keywords :
entropy; inverse problems; method of moments; multidimensional signal processing; statistical analysis; Riemannian metric; algebra operator; homotopy approach; inverse problem; multivariable multidimensional moment problem; quantum relative entropy; second-order statistics; Algebra; Entropy; Inverse problems; Multidimensional systems; Polarization; Probability distribution; Radar scattering; Sensor arrays; Sensor phenomena and characterization; Spectral analysis; Covariance realization; moment problem; multidimensional; multivariable; quantum entropy; spectral analysis;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2005.864422