A Maximum Entropy Solution of the Covariance Selection Problem for Reciprocal Processes

Author(s):  
Francesca Carli ◽  
Augusto Ferrante ◽  
Michele Pavon ◽  
Giorgio Picci
2011 ◽  
Vol 56 (9) ◽  
pp. 1999-2012 ◽  
Author(s):  
Francesca P. Carli ◽  
Augusto Ferrante ◽  
Michele Pavon ◽  
Giorgio Picci

2003 ◽  
Vol 125 (6) ◽  
pp. 1197-1205 ◽  
Author(s):  
Sun Kyoung Kim ◽  
Woo Il Lee

A solution scheme based on the maximum entropy method (MEM) for the solution of two-dimensional inverse heat conduction problems is established. MEM finds the solution which maximizes the entropy functional under the given temperature measurements. The proposed method converts the inverse problem to a nonlinear constrained optimization problem. The constraint of the optimization problem is the statistical consistency between the measured temperature and the estimated temperature. Successive quadratic programming (SQP) facilitates the numerical estimation of the maximum entropy solution. The characteristic feature of the proposed method is investigated with the sample numerical results. The presented results show considerable enhancement in resolution for stringent cases in comparison with a conventional method.


Author(s):  
S. F. Gull ◽  
A. K. Livesey ◽  
D. S. Sivia

2014 ◽  
Vol 79 (4) ◽  
pp. 533-553 ◽  
Author(s):  
A. E. Frazho ◽  
S. ter Horst ◽  
M. A. Kaashoek

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