English

Maximum-Entropy Revisited

Applied Physics 2021-03-10 v1 Data Analysis, Statistics and Probability

Abstract

For over five decades the procedure termed maximum-entropy (M-E) has been used to sharpen structure in spectra, optical and otherwise. However, this is a contradiction: by modifying data, this approach violates the fundamental M-E principle, which is to extend, in a model-independent way, trends established by low-index Fourier coefficients into the white-noise region. The Burg derivation, and indirectly the prediction-error equations on which sharpening is based, both lead to the correct solution, although this has been consistently overlooked. For a single Lorentzian line these equations can be solved analytically. The resultant lineshape is an exact autoregressive model-1 (AR(1)) replica of the original, demonstrating how the M-E reconstruction extends low-index Fourier coefficients to the digital limit and illustrating why this approach works so well for lineshapes resulting from first-order decay processes. By simultaneously retaining low-index coefficients exactly and eliminating Gibbs oscillations, M-E noise filtering is quantitatively superior to that achieved by any linear method, including the high-performance filters recently proposed. Examples are provided.

Keywords

Cite

@article{arxiv.2103.05513,
  title  = {Maximum-Entropy Revisited},
  author = {Long V. Le and Tae J. Kim and Young D. Kim and D. E. Aspnes},
  journal= {arXiv preprint arXiv:2103.05513},
  year   = {2021}
}

Comments

11 pages, 5 figures

R2 v1 2026-06-23T23:55:28.466Z