 945 Roman Ugrinovsky
 MAXIMUM ENTROPY ALGORITHM FOR SPECTRAL ESTIMATION PROBLEM
WITH A PRIORI INFORMATION
(33K, RevTeX)
Jan 12, 94

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Abstract. The power density estimation problem with a priori information about spectrum
is considered. The problem is reduced to power density estimation problem
with spectral gaps. The solution of the problem is studied in the context of
the trigonometric moment problem with gaps. We establish the necessary and
sufficient conditions for the existence of solution and describe all
solutions in indeterminate case. A new definition of the entropy
functional is given. The effective algorithm to construct maximum entropy
solution is proposed. A number of explicit illustrations are presented.
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