Analyzing the impact of regularization on REMSE

DOI10.1016/J.AUTOMATICA.2024.111605MaRDI QIDQ6546870zbMATH OpenFDO

Authors Bin Zhu, Mattia Zorzi

Publication date 30 May 2024

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2024.111605

zbMATH Keywords

central pathcovariance and generalized cepstral extensionentropy-increasing propertymultidimensional spectral estimationregularization

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)

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Cites work

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• The multidimensional moment problem with complexity constraint

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