Generalized maximum entropy based identification of graphical ARMA models
Junyao You, Chengpu Yu, Jian Sun, Jie Chen
Topics & Concepts
MathematicsGraphical modelAutoregressive modelPrinciple of maximum entropyAutoregressive–moving-average modelMaximum entropy spectral estimationRegularization (linguistics)Entropy (arrow of time)Mathematical optimizationInverseApplied mathematicsFisher informationEstimation theoryAlgorithmComputer scienceArtificial intelligenceStatisticsQuantum mechanicsPhysicsGeometryControl Systems and IdentificationBlind Source Separation TechniquesFault Detection and Control Systems