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On the Georgiou-Lindquist approach to constrained Kullback-Leibler approximation of spectral densities.
Michele Pavon
Augusto Ferrante
Published in:
IEEE Trans. Autom. Control. (2006)
Keyphrases
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kullback leibler
kl divergence
kullback leibler divergence
distance measure
cross entropy
probability density function
probability density
closed form
probability distribution
information retrieval
similarity measure
k means
euclidean distance
dissimilarity measure