ON A GENERALIZATION OF THE MAXIMUM ENTROPY THEOREM OF BURG
In this article we introduce some matrix manipulations that allow us to obtain a version of the original Christoffel-Darboux formula, which is of interest in many applications of linear algebra. Using these developments matrix and Jensen’s inequality, we obtain the main result of this proposal, whic...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad de Costa Rica
2017-01-01
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| Series: | Revista de Matemática: Teoría y Aplicaciones |
| Subjects: | |
| Online Access: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/27773 |
| Summary: | In this article we introduce some matrix manipulations that allow us to obtain a version of the original Christoffel-Darboux formula, which is of interest in many applications of linear algebra. Using these developments matrix and Jensen’s inequality, we obtain the main result of this proposal, which is the generalization of the maximum entropy theorem of Burg for multivariate processes. |
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| ISSN: | 2215-3373 |