scientific article
From MaRDI portal
Publication:3944429
zbMath0484.93031MaRDI QIDQ3944429
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum entropy principleToeplitz matricesrealizationpartial realizationpositivity of covariance sequences
Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Minimal systems representations (93B20) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10) Controllability, observability, and system structure (93B99)
Related Items
The multidimensional moment problem with complexity constraint ⋮ Discrete analytic functions, structured matrices and a new family of moment problems ⋮ Canonical correlation analysis, approximate covariance extension, and identification of stationary time series ⋮ \(M^2\)-spectral estimation: a relative entropy approach ⋮ Modeling of Stationary Periodic Time Series by ARMA Representations ⋮ A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem ⋮ Periodic vector processes with an internal reciprocal dynamics ⋮ Multidimensional Rational Covariance Extension with Approximate Covariance Matching ⋮ Multidimensional Rational Covariance Extension with Applications to Spectral Estimation and Image Compression ⋮ Experimental evidence showing that stochastic subspace identification methods may fail ⋮ Orthonormality in Interpolation Schemes for Reconstructing Signals ⋮ Linear system approximation via covariance equivalent realizations
