Iterative maximum entropy power spectrum estimation for multirate systems

In multirate systems, observations are generally insufficient to determine the power spectrum of the input signal. In this paper, we reformulate the problem using a novel matrix notation and the discrete entropy function. Then we present an iterative maximum entropy power spectrum estimation algorithm for the solution of this problem. Contrary to the existing solutions, the new algorithm is computationally efficient since it is based on fast Fourier transform (FFT) and simple matrix calculations. Furthermore, simulation results show that the new algorithm converges to the maximum entropy solution and can be successfully used in multirate statistical data estimation.