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Multiple Signal Relative Entropy Spectral Estimation, David Martin Gregory
Multiple Signal Relative Entropy Spectral Estimation, David Martin Gregory
Retrospective Theses and Dissertations
Presented is a generalized derivation of the Tzannes et al. algorithm (1985) to accommodate multiple signals and also a new algorithm for implementing the Relative Entropy method for estimating the spectral densities of multisignal input data.
Chapter 2 presents several of the current methods of Relative Entropy spectral estimation which involve solving N non-linear equations simultaneously. Chapter 3 presents the multisignal derivation for the Tzannes et al. method and develops the new algorithm which solves for one unknown at a time in an iterative fashion.
The performance of this new method is compared with the Maximum Entropy and Minimum Relative …