Maximum Entropy Reconstruction Using Derivative Information, Part 1: Fisher Information and Convex Duality (Q4895567)

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scientific article; zbMATH DE number 935209
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Maximum Entropy Reconstruction Using Derivative Information, Part 1: Fisher Information and Convex Duality
scientific article; zbMATH DE number 935209

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    Maximum Entropy Reconstruction Using Derivative Information, Part 1: Fisher Information and Convex Duality (English)
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    5 April 1998
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    spectral density
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    entropy function
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    estimation
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    convex optimal control
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    relaxed moment matching
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    Fisher information
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