Open AccessOn a generalization of the maximum entropy Theorem of Burg
Author(s) -
José G. Sanchez Marcano,
Saba Infante,
Luís Sanchez
Publication year - 2017
Publication title -
revista de matemáticas
Language(s) - English
Resource type - Journals
eISSN - 2215-3373
pISSN - 1409-2433
DOI - 10.15517/rmta.v24i1.27773
Subject(s) - mathematics , generalization , algebra over a field , pure mathematics , linear algebra , matrix (chemical analysis) , multivariate statistics , calculus (dental) , mathematical analysis , statistics , medicine , materials science , geometry , dentistry , composite material
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.