Maximum-Entropy Revisited

9 Mar 2021  ·  Long V. Le, Tae J. Kim, Young D. Kim, D. E. Aspnes ·

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.

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Applied Physics Data Analysis, Statistics and Probability