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On the Properties of a Relative Entropy Functional - MaRDI portal

On the Properties of a Relative Entropy Functional

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Publication:4880259

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DOI10.1137/S0895479893251526zbMath0856.94005OpenAlexW1986177524MaRDI QIDQ4880259

Jean-Pierre Le Cadre

Publication date: 4 June 1996

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479893251526

zbMATH Keywords

identification concavity extrema relative entropy functional noise correlations

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17)

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