Divergence-based Spectral Approximation with Degree Constraint as a Concave Optimization Problem
2008 (English)In: 47TH IEEE CONFERENCE ON DECISION AND CONTROL, 2008 (CDC 2008), 2008, 732-737 p.Conference paper (Refereed)
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.
Place, publisher, year, edition, pages
2008. 732-737 p.
, IEEE Conference on Decision and Control, ISSN 0191-2216
Engineering and Technology
IdentifiersURN: urn:nbn:se:kth:diva-121718ISI: 000307311600121ScopusID: 2-s2.0-62949083390ISBN: 978-1-4244-3124-3OAI: oai:DiVA.org:kth-121718DiVA: diva2:623681
47th IEEE Conference on Decision and Control, DEC 09-11, 2008, Cancun, MEXICO
QC 201305282013-05-282013-05-032013-05-28Bibliographically approved