On the Georgiou–Lindquist Approach to Constrained Kullback–Leibler Approximation of Spectral Densities

DOI10.1109/TAC.2006.872755zbMath1366.93383OpenAlexW2119127629MaRDI QIDQ5281808

Augusto Ferrante, Michele Pavon

Publication date: 27 July 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2006.872755

Mathematics Subject Classification ID

Frequency-response methods in control theory (93C80) Statistical aspects of information-theoretic topics (62B10)

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