Accession Number : ADA132358
Title : Multisignal Minimum-Cross-Entropy Spectrum Analysis With Weighted Priors.
Descriptive Note : Interim rept.,
Corporate Author : NAVAL RESEARCH LAB WASHINGTON DC
Personal Author(s) : Johnson,Rodney W ; Shore,John
PDF Url : ADA132358
Report Date : 27 Jul 1983
Pagination or Media Count : 16
Abstract : This report presents a generalization of multisignal minimum cross entropy spectrum analysis (multisignal MCESA), a method for simultaneously estimating a number of power spectra when a prior estimate of each is available and new information is obtained in the form of values of the autocorrelation function of theirsum. The generalization involes attaching to each prior spectrum estimate a frequency dependent weighting parameter that indicates its relative reliability, or the relative degree of belief associated with it. Mathematical properties of the generalized method are discussed, and illustrative numerical examples are given.
Descriptors : *Mathematical analysis, *Spectrum analysis, *Signal processing, Estimates, Background noise, Weighting functions, Mathematical prediction, Autocorrelation, Power spectra, Signal to noise ratio, Information theory
Subject Categories : Information Science
Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE