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

DOI10.1109/TAC.2006.872755MaRDI QIDQ5281808zbMATH OpenOpenAlexFDO

Authors Michele Pavon, Augusto Ferrante

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

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

Cited in

(10)

• On multivariable proper rational interpolation using coprime factors
• On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators
• The multidimensional moment problem with complexity constraint
• Linear quadratic regulation for discrete-time antilinear systems: an anti-Riccati matrix equation approach
• Information matrix and D-optimal design with Gaussian inputs for Wiener model identification
• A real representation of complex polynomial matrices in the framework of conjugate product
• An interpretation of the dual problem of the THREE-like approaches
• On a probabilistic approach to synthesize control policies from example datasets
• Rational approximations of spectral densities based on the Alpha divergence
• Variance error, interpolation and experiment design

This page was built for publication: On the Georgiou–Lindquist Approach to Constrained Kullback–Leibler Approximation of Spectral Densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5281808)