Quadratically constrained information theoretic analysis
作者:
S. C. FANG,
J. R. RAJASEKERA,
期刊:
International Journal of Systems Science
(Taylor Available online 1990)
卷期:
Volume 21,
issue 3
页码: 587-591
ISSN:0020-7721
年代: 1990
DOI:10.1080/00207729008910390
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Recently Zhang and Brockett extended the framework of‘minimum discrimination information’ (MDI) estimation techniques to include quadratic constraints. They claimed their approach was quite different from the usual Lagrange duality theory. We show that the dual problem obtained by Zhang and Brockett is actually a geometric dual. Hence the quadratically constrained MDI estimation can be enriched by the theory of generalized geometric programming.
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