A Maximum Entropy Solution of the Covariance Extension Problem for Reciprocal Processes

Francesca P. Carli, Augusto Ferrante, Michele Pavon, Giorgio Picci. A Maximum Entropy Solution of the Covariance Extension Problem for Reciprocal Processes. IEEE Trans. Automat. Contr., 56(9):1999-2012, 2011. [doi]

Abstract

Abstract is missing.