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

DOI10.1109/TAC.2006.872755zbMATH Open1366.93383OpenAlexW2119127629MaRDI QIDQ5281808FDOQ5281808

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)

• 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
• On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators
• Variance error, interpolation and experiment design
• A real representation of complex polynomial matrices in the framework of conjugate product
• On multivariable proper rational interpolation using coprime factors
• 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

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