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]

Authors

Francesca P. Carli

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Augusto Ferrante

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Michele Pavon

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Giorgio Picci

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