On the Georgiou-Lindquist approach to constrained Kullback-Leibler approximation of spectral densities

Michele Pavon, Augusto Ferrante. On the Georgiou-Lindquist approach to constrained Kullback-Leibler approximation of spectral densities. IEEE Trans. Automat. Contr., 51(4):639-644, 2006. [doi]

Abstract

Abstract is missing.