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\(M^2\)-spectral estimation: a relative entropy approach - MaRDI portal

\(M^2\)-spectral estimation: a relative entropy approach (Q2663894)

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\(M^2\)-spectral estimation: a relative entropy approach
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    \(M^2\)-spectral estimation: a relative entropy approach (English)
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    20 April 2021
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    multidimensional matrix covariance extension
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    Itakura-Saito distance
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    trigonometric moment problem
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    spectral estimation
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