Cross Entropy Approximation of Structured Covariance Matrices
نویسندگان
چکیده
We apply two variations of the principle of Minimum Cross Entropy (the Kullback information measure) to fit parameterized probability density models to observed data densities. For an array beamforming problem with P incident narrowband point sources, N > P sensors, and colored noise, both approaches yield eigenvector fitting methods similar to that of the MUSIC algorithm[1]. Furthermore, the corresponding cross-entropies are related to the MDL model order selection criterion[2].
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عنوان ژورنال:
- CoRR
دوره abs/cs/0608121 شماره
صفحات -
تاریخ انتشار 2006