Spectral analysis based on the state covariance: the maximum entropy spectrum and linear fractional parametrization

DOI10.1109/TAC.2002.804482zbMath1364.93799MaRDI QIDQ5267015

Tryphon T. Georgiou

Publication date: 20 June 2017

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Eigenvalue problems (93B60)

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