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Spectral estimation and entropy
Authors:V. T. Sarychev
Abstract:Fundamental problems of spectral estimation and the principles of their solution are discussed. Particular attention is devoted to the maximum entropy principle. A brief historical sketch of the entropy concept as applied to spectral estimation is given. It is shown that new forms of entropy need to be introduced, depending on the experimental conditions. The importance of the role played by conservation laws is emphasized in connection with the maximum entropy principle. The Boltzmann entropy equation is generalized by the introduction of an additional term for cases when the results of observations do not comply with the conservation laws.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 10, pp. 117–127, October, 1993.
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