Extensions and critique of minimum-relative-entropy spectral estimation
Nelson M. Blachman · IEEE Transactions on Aerospace and Electronic Systems · 1989
Insight is provided into minimum-relative-entropy spectral estimation (MRESE), which has proved very successful in some applications. There are, however, shortcoming inherent in MRESE as it has so far developed; e.g. it would be desirable to incorporated objective, absolute (rather than subjective, relative) weighting for prior estimates. Such problems are pointed out, and solutions are offered for some of them. A few of these problems are common to MRESE and minimum-entropy spectral estimation. The unsolved problems are offered as topics for further research.>