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]

@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},
}