Hellinger Versus Kullback–Leibler Multivariable Spectrum Approximation

DOI10.1109/TAC.2008.920238zbMath1367.62164arXivmath/0702212MaRDI QIDQ4974204

Michele Pavon, Augusto Ferrante, Federico Alessandro Ramponi

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702212

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62M15: Inference from stochastic processes and spectral analysis

30E05: Moment problems and interpolation problems in the complex plane

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