Iterative convex I-projection algorithms for maximum entropy and minimum cross-entropy computations

General multiple-constraint minimum-cross-entropy and maximum-entropy problems can be solved by the iterative solution of single constraint subproblems. Existing theoretical results justify iterative I-projection algorithms that may be computationally expedient in some cases. An iterative algorithm for J.E. Shore's (ibid., vol.IT-28, no.6, p.956-61, Nov. 1982) minimum cross-entropy spectral analysis is developed as an example.<
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