The Kullback–Leibler Rate Pseudo-Metric for Comparing Dynamical Systems

DOI10.1109/TAC.2010.2042334zbMath1368.94064MaRDI QIDQ4978869

Prashant G. Mehta, Sun Yu

Publication date: 25 August 2017

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14) System structure simplification (93B11) Measures of information, entropy (94A17)

Related Items (2)

Probabilistic model validation for uncertain nonlinear systems ⋮ Optimal Kullback–Leibler approximation of Markov chains via nuclear norm regularisation

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