Rational approximations of spectral densities based on the Alpha divergence

DOI10.1007/s00498-013-0118-2zbMath1290.93172arXiv1302.5131OpenAlexW3100152849MaRDI QIDQ2250010

Mattia Zorzi

Publication date: 4 July 2014

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.5131

zbMATH Keywords

convex optimizationspectral estimationKullback-Leibler divergenceAlpha divergence familyapproximation of power spectra

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Stochastic systems in control theory (general) (93E03)

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