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• W2106525189 abstract "Input spectra, which are consistent with a given state covariance of a linear filter, correspond to solutions of an analytic interpolation problem. We derive an explicit formula for the power spectrum with maximal entropy, and provide a linear fraction parametrization of all solutions." @default.
• W2106525189 created "2016-06-24" @default.
• W2106525189 creator A5035194316 @default.
• W2106525189 date "2002-11-01" @default.
• W2106525189 modified "2023-10-12" @default.
• W2106525189 title "Spectral analysis based on the state covariance: the maximum entropy spectrum and linear fractional parametrization" @default.
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• W2106525189 doi "https://doi.org/10.1109/tac.2002.804482" @default.
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