Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: ,  study a matricial version of a generalized moment problem with degree constraint.  introduce a new metric on multivariable spectral densities induced by the family of their spectral factors, which, in the scalar case, reduces to the Hellinger distance.  solve the corresponding constrained optimization problem via duality theory. A highly nontrivial existence theorem for the dual problem is established in the Byrnes-Lindquist spirit. A matricial Newton-type algorithm is finally provided for the numerical solution of the dual problem. Simulation indicates that the algorithm performs effectively and reliably.
['Augusto Ferrante', 'Michele Pavon', 'Federico Ramponi']
I am writing a research paper on a idea Hellinger Versus Kullback–Leibler Multivariable Spectrum Approximation
[{"from": "human", "value": "I am writing a research paper on a idea Hellinger Versus Kullback\u2013Leibler Multivariable Spectrum Approximation"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: ,  study a matricial version of a generalized moment problem with degree constraint.  introduce a new metric on multivariable spectral densities induced by the family of their spectral factors, which, in the scalar case, reduces to the Hellinger distance.  solve the corresponding constrained optimization problem via duality theory. A highly nontrivial existence theorem for the dual problem is established in the Byrnes-Lindquist spirit. A matricial Newton-type algorithm is finally provided for the numerical solution of the dual problem. Simulation indicates that the algorithm performs effectively and reliably."}]