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Comments on "A general method of minimum cross-entropy spectral estimation"

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2 Author(s)
Burr, R. ; University of Washington, Seattle, WA ; Lytle, D.

In a recent correspondence Tzannes et al. [1] introduced a new form of minimum cross-entropy (MCE) spectral analysis based on the observation that normalized spectra and symmetric probability density functions (pdf's) are axiomatically indistinguishable. Thus, the form of the minimum cross-entropy posterior pdf can be used as a model for spectral estimation. In this correspondence we derive the same result without using a Lagrange multiplier methodology. We also establish the connection of this estimate to the cepstral representation of the signal and propose an efficient algorithm not requiring explicit solution of nonlinear equations.

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Acoustics, Speech and Signal Processing, IEEE Transactions on  (Volume:34 ,  Issue: 5 )