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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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