Kullback-leibler approximation of spectral density functions

DOI10.1109/TIT.2003.819324zbMath1300.94015OpenAlexW2141844446MaRDI QIDQ3546924

Tryphon T. Georgiou, Anders Lindquist

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2003.819324

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17) Approximation by other special function classes (41A30)

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