𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the Bhattacharyya distance and the divergence between Gaussian processes

✍ Scribed by Fred C. Schweppe


Book ID
114036604
Publisher
Elsevier Science
Year
1967
Weight
858 KB
Volume
11
Category
Article
ISSN
0019-9958

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Approximation problems with the divergen
✍ A.A. Stoorvogel; J.H.van Schuppen πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 146 KB

System identiΓΏcation for stationary Gaussian processes includes an approximation problem. Currently, the subspace algorithm for this problem enjoys much attention. This algorithm is based on a transformation of a ΓΏnite time series to canonical variable form followed by a truncation. There is no proo