A Maximum Entropy solution of the Covariance Extension Problem for Reciprocal Processes (Q3001222)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Maximum Entropy solution of the Covariance Extension Problem for Reciprocal Processes |
scientific article |
Statements
31 May 2011
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Markov random fields
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stationary reciprocal processes
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non-stationary reciprocal processes
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covariance extension problem
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maximum likelihood identification
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maximum entropy principle
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math.OC
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cs.IT
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cs.SY
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math.IT
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math.PR
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