Kullback-leibler approximation of spectral density functions
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Publication:3546924
DOI10.1109/TIT.2003.819324zbMath1300.94015MaRDI QIDQ3546924
Anders Lindquist, Tryphon T. Georgiou
Publication date: 21 December 2008
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
93E10: Estimation and detection in stochastic control theory
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
94A17: Measures of information, entropy
41A30: Approximation by other special function classes
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