Spectral analysis based on the state covariance: the maximum entropy spectrum and linear fractional parametrization
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Publication:5267015
DOI10.1109/TAC.2002.804482zbMath1364.93799MaRDI QIDQ5267015
Publication date: 20 June 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Eigenvalue problems (93B60)
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