A Maximum Entropy Enhancement for a Family of High-Resolution Spectral Estimators

DOI10.1109/TAC.2011.2161842zbMATH Open1369.62241MaRDI QIDQ5352703FDOQ5352703

Authors: Augusto Ferrante, Michele Pavon, Mattia Zorzi 

Publication date: 8 September 2017

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

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

Cited In (17)

• M$^2$ Spectral Estimation: A Flexible Approach Ensuring Rational Solutions
• Sparse plus low rank network identification: a nonparametric approach
• A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem
• New interpolation solution and application in system modeling and optimal control with prescribed distance to instability
• A New Family of High-Resolution Multivariate Spectral Estimators
• On multivariable proper rational interpolation using coprime factors
• A maximum entropy approach to the realizability of spin correlation matrices
• Covariance structure regularization via entropy loss function
• An interpretation of the dual problem of the THREE-like approaches
• A note on maximum entropy spectrum estimation
• Title not available (Why is that?)
• Maximum entropy spectral estimation for regular time series of degenerate rank
• Data-Dependent Spectral Windows: Generalizing the Classical Framework to Include Maximum Entropy Estimates
• \(M^2\)-spectral estimation: a relative entropy approach
• On the estimation of structured covariance matrices
• Rational approximations of spectral densities based on the Alpha divergence
• Necessary and sufficient condition for modified Nevanlinna-Pick interpolation for closed-loop pole placement

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