Abstract

MARCANO, José; INFANTE, Saba  and  SANCHEZ, Luis. On a generalization of the maximum entropy theorem of burg. Rev. Mat [online]. 2017, vol.24, n.1, pp.96-113. ISSN 1409-2433.  http://dx.doi.org/10.15517/rmta.v24i1.27773.

In this article we introduce some matrix manipulations that allow us to obtain a version of the original Christoffel-Darboux formula, which is of interest in many applications of linear algebra. Using these developments matrix and Jensen’s inequality, we obtain the main result of this proposal, which is the generalization of the maximum entropy theorem of Burg for multivariate processes.

Keywords : multivariate processes; maximum entropy theorem; Christoffel-Darboux formula.

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