scientific article; zbMATH DE number 3761868
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Publication:3944429
maximum entropy principlepartial realizationpositivity of covariance sequencesrealizationToeplitz matrices
Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Statistical aspects of information-theoretic topics (62B10) Minimal systems representations (93B20) Controllability, observability, and system structure (93B99) Measures of information, entropy (94A17)
Cited in
(13)- Linear system approximation via covariance equivalent realizations
- Experimental evidence showing that stochastic subspace identification methods may fail
- Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
- Discrete analytic functions, structured matrices and a new family of moment problems
- M^2-spectral estimation: a relative entropy approach
- The multidimensional moment problem with complexity constraint
- Multidimensional rational covariance extension with applications to spectral estimation and image compression
- Modeling of stationary periodic time series by ARMA representations
- Multidimensional rational covariance extension with approximate covariance matching
- Orthonormality in interpolation schemes for reconstructing signals
- A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem
- Periodic vector processes with an internal reciprocal dynamics
- A fast robust numerical continuation solver to a two-dimensional spectral estimation problem
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