On the Georgiou–Lindquist Approach to Constrained Kullback–Leibler Approximation of Spectral Densities
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Publication:5281808
DOI10.1109/TAC.2006.872755zbMath1366.93383MaRDI QIDQ5281808
Michele Pavon, Augusto Ferrante
Publication date: 27 July 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
93C80: Frequency-response methods in control theory
62B10: Statistical aspects of information-theoretic topics
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