A Maximum Entropy Solution of the Covariance Extension Problem for Reciprocal Processes

DOI10.1109/TAC.2011.2125050zbMath1368.94056OpenAlexW2951317484MaRDI QIDQ5347829

Francesca P. Carli, Michele Pavon, Augusto Ferrante, Giorgio Picci

Publication date: 25 August 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2011.2125050

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12) Estimation and detection in stochastic control theory (93E10) Measures of information, entropy (94A17)

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