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]
@article{CarliFPP11-0, title = {A Maximum Entropy Solution of the Covariance Extension Problem for Reciprocal Processes}, author = {Francesca P. Carli and Augusto Ferrante and Michele Pavon and Giorgio Picci}, year = {2011}, doi = {10.1109/TAC.2011.2125050}, url = {http://dx.doi.org/10.1109/TAC.2011.2125050}, researchr = {https://researchr.org/publication/CarliFPP11-0}, cites = {0}, citedby = {0}, journal = {IEEE Trans. Automat. Contr.}, volume = {56}, number = {9}, pages = {1999-2012}, }