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- Anders Lindquist
- SIAM Review
- 1990

- Tryphon T. Georgiou, Anders Lindquist
- IEEE Trans. Information Theory
- 2003

We introduce a Kullback–Leibler-type distance between spectral density functions of stationary stochastic processes and solve the problem of optimal approximation of a given spectral density by one… (More)

- Christopher I. Byrnes, Tryphon T. Georgiou, Anders Lindquist
- IEEE Trans. Automat. Contr.
- 2001

In this paper, we present a generalized entropy criterion for solving the rational Nevanlinna–Pick problem for + 1 interpolating conditions and the degree of interpolants bounded by . The primal… (More)

- Christopher I. Byrnes, Tryphon T. Georgiou, Anders Lindquist
- IEEE Trans. Signal Processing
- 2000

Traditional maximum entropy spectral estimation determines a power spectrum from covariance estimates. Here, we present a new approach to spectral estimation, which is based on the use of filter… (More)

- Anders Blomqvist, Anders Lindquist, Ryozo Nagamune
- IEEE Trans. Automat. Contr.
- 2003

Over the last several years, a new theory of Nevanlinna–Pick interpolation with complexity constraint has been developed for scalar interpolants. In this paper we generalize this theory to the… (More)

- William I 3. Gragg, Anders Lindquist
- 1983

In this paper we take a unified approach to the partial realization problem in which we seek to incorporate ideas from numerical linear algebra, most of which were originally developed in other… (More)

- Christopher I. Byrnes, Anders Lindquist, Sergei V. Gusev, ALEXEI S. MATVEEV
- 1995

In this paper we formalize the observation that filtering and interpolation induce complementary, or ”dual” decompositions of the space of positive real rational functions of degree less than or… (More)

- Christopher I. Byrnes, Sergei V. Gusev, Anders Lindquist
- SIAM Review
- 2001

The trigonometric moment problem is a classical moment problem with numerous applications in mathematics, physics, and engineering. The rational covariance extension problem is a constrained version… (More)

A comprehensive theory for linear state-space modeling of stationary-increments random processes is presented. The theory of [33], which deals with stationary processes and internal models, is… (More)

This paper collects in one place a comprehensive theory of stochastic realization for continuous time stationary Gaussian vector processes which in various pieces has appeared in a number of our… (More)