Time and Spectral Domain Relative Entropy: A New Approach to Multivariate Spectral Estimation

DOI10.1109/TAC.2012.2190153zbMath1369.60024arXiv1103.5602OpenAlexW1685862830MaRDI QIDQ5352975

Chiara Masiero, Michele Pavon, Augusto Ferrante

Publication date: 8 September 2017

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

Full work available at URL: https://arxiv.org/abs/1103.5602

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Statistical aspects of information-theoretic topics (62B10)

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