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

Augusto Ferrante, Chiara Masiero, Michele Pavon. Time and Spectral Domain Relative Entropy: A New Approach to Multivariate Spectral Estimation. IEEE Trans. Automat. Contr., 57(10):2561-2575, 2012. [doi]

Abstract

Abstract is missing.