A new iterative algorithm for the maximum entropy power spectrum estimation is presented in this paper. The algorithm, which is applicable to two-dimensional signals as well as one-dimensional signals, utilizes the computational efficiency of the fast Fourier transform (FFT) algorithm and has been empirically observed to solve the maximum entropy power spectrum estimation problem. Examples are shown to illustrate the performance of the new algorithm.
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Lim et al. (1981) studied this question.
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