Maximum entropy power spectrum estimation of signals with missing correlation points

A computationally simple algorithm has been recently proposed by Lim and Malik [1] to solve the two-dimensional (2-D) maximum entropy (ME) power spectrum estimation (PSE) problem. In this note, we illustrate that this algorithm also solves the ME PSE problem for both 1-D and 2-D signals when the region in which the correlation function is known has any arbitrary shape that includes the origin.