Divergence-based spectral approximation with degree constraint as a concave optimization problem
(English)Manuscript (preprint) (Other academic)
The Kullback-Leibler pseudo-distance, or divergence, can be used as a criterion for spectral approximation. Unfortunately this criterion is not convex over the most general classes of rational spectra. In this work it will be shown that divergence minimization is equivalent to a costrained entropy minimization problem, whose concave structure can be exploited in order to guarantee global convergence in the most general case.
IdentifiersURN: urn:nbn:se:kth:diva-39066OAI: oai:DiVA.org:kth-39066DiVA: diva2:439408
QC 201109072011-09-082011-09-072011-09-08Bibliographically approved