Hellinger Versus Kullback–Leibler Multivariable Spectrum Approximation

DOI10.1109/TAC.2008.920238zbMath1367.62164arXivmath/0702212OpenAlexW2133186968MaRDI QIDQ4974204

Augusto Ferrante, Michele Pavon, Federico Alessandro Ramponi

Publication date: 8 August 2017

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

Full work available at URL: https://arxiv.org/abs/math/0702212

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inference from stochastic processes and spectral analysis (62M15) Moment problems and interpolation problems in the complex plane (30E05)

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