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Maximum Entropy Spectral Analysis Using Derivative Information Part 2: Computational Results

Borwein, Jonathan M. and Lewis, Adrian and Limber, Mark A. and Noll, Dominik (1995) Maximum Entropy Spectral Analysis Using Derivative Information Part 2: Computational Results. Numerische Mathematik, 69 . pp. 243-256.

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      Abstract

      Maximum entropy density estimation, a technique for reconstructing an unknown density function on the basis of certain measurements, has applications in various areas of applied physical sciences and engineering. Here we present concrete results for the maximum entropy inversion program based on a new class of information measures which are designed to control derivative values of the unknown densities.

      Item Type: Article
      Additional Information: pubdom FALSE
      Uncontrolled Keywords: spectral density estimation, convex duality, Fisher information, optimal control, primal dual program, Runge-Kutta methods
      Subjects: UNSPECIFIED
      Faculty: UNSPECIFIED
      Depositing User: Users 1 not found.
      Date Deposited: 17 Nov 2003
      Last Modified: 07 Sep 2014 21:14
      URI: https://docserver.carma.newcastle.edu.au/id/eprint/71

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