• DocumentCode
    925430
  • Title

    Duality for multidimensional MEM spectral analysis

  • Author

    McClellan, James H. ; Lang, Stephen W.

  • Author_Institution
    Schlumberger Well Services, Austin Engineering Center, Austin, USA
  • Volume
    130
  • Issue
    3
  • fYear
    1983
  • fDate
    4/1/1983 12:00:00 AM
  • Firstpage
    230
  • Lastpage
    235
  • Abstract
    The solution to the general multidimensional MEM spectral estimation problem is described. A detailed derivation of the dual optimisation problem, in which entropy is minimised, is given. A necessary and sufficient condition for the existence of a solution to the general problem is presented. The theory is also extended to a `correlation-approximating¿¿ MEM spectral estimate. Algorithms applicable to the dual problem are discussed.
  • Keywords
    signal processing; spectral analysis; MEM spectral analysis; algorithms; correlation; entropy; iterative methods;
  • fLanguage
    English
  • Journal_Title
    Communications, Radar and Signal Processing, IEE Proceedings F
  • Publisher
    iet
  • ISSN
    0143-7070
  • Type

    jour

  • DOI
    10.1049/ip-f-1.1983.0037
  • Filename
    4645766