Work

Cross Entropy Approximation of Structured Covariance Matrices

Year: 2006
Type: preprint
Abstract: 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].
Language: English
Open Access status: green
OpenAlex ID: W2151243541
Cites: 9
Cited by: 2
Related to: 10