Physics – Data Analysis – Statistics and Probability
Scientific paper
2001-11-06
Physics
Data Analysis, Statistics and Probability
In French, Appeared in Traitement du Signal, pp. 87-116, 1994
Scientific paper
R\'esum\'e: Le principal objet de cette communication est de faire une r\'etro perspective succincte de l'utilisation de l'entropie et du principe du maximum d'entropie dans le domaine du traitement du signal. Apr\`es un bref rappel de quelques d\'efinitions et du principe du maximum d'entropie, nous verrons successivement comment l'entropie est utilis\'ee en s\'eparation de sources, en mod\'elisation de signaux, en analyse spectrale et pour la r\'esolution des probl\`emes inverses lin\'eaires. Mots cl\'es : Entropie, Entropie crois\'ee, Distance de Kullback, Information mutuelle, Estimation spectrale, Probl\`emes inverses Abstract: The main object of this work is to give a brief overview of the different ways the entropy has been used in signal and image processing. After a short introduction of different quantities related to the entropy and the maximum entropy principle, we will study their use in different fields of signal processing such as: source separation, model order selection, spectral estimation and, finally, general linear inverse problems. Keywords : Entropy, Relative entropy, Kullback distance, Mutual information, Spectral estimation, Inverse problems.
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