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]

@article{FerranteMP12,
  title = {Time and Spectral Domain Relative Entropy: A New Approach to Multivariate Spectral Estimation},
  author = {Augusto Ferrante and Chiara Masiero and Michele Pavon},
  year = {2012},
  doi = {10.1109/TAC.2012.2190153},
  url = {http://dx.doi.org/10.1109/TAC.2012.2190153},
  researchr = {https://researchr.org/publication/FerranteMP12},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {57},
  number = {10},
  pages = {2561-2575},
}