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
      Radio Communications

Distribution Statement : APPROVED FOR PUBLIC RELEASE