Geometry of the Kimura-Georgiou parametrization of modelling filters

DOI10.1080/00207178908953499zbMath0694.93101OpenAlexW1978743197WikidataQ126246177 ScholiaQ126246177MaRDI QIDQ3470382

Anders Lindquist, Christopher I. Byrnes

Publication date: 1989

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178908953499

zbMATH Keywords

star-shapedKimura-Georgiou parametrizationmaximum entropy filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (2)

Canonical correlation analysis, approximate covariance extension, and identification of stationary time series ⋮ Optimization-based computation of analytic interpolants of bounded complexity

Cites Work

• Root locations of an entire polytope of polynomials: It suffices to check the edges
• Differential Geometric Methods in Hybrid Parametrization of Linear Dynamical Systems

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