The multidimensional moment problem with complexity constraint (Q279707): Difference between revisions

The trigonometric moment problem with complexity constraints posed by R. Kalman in the Toeplitz memorial conference 1981 generated a big series of papers, see, for instance [\textit{T. T. Georgiou}, IEEE Trans. Acoust. Speech Signal Process. 35, 438--449 (1987; Zbl 0653.93060)] and [\textit{C. J. Byrnes} et al., IEEE Trans. Autom. Control 46, No. 6, 822--839 (2001; Zbl 1007.93013)]. It turned out that a similar problem was studied earlier in the book [\textit{M. G. Krein} and \textit{A. A. Nudel'man}, The Markov moment problem and extremal problems. Ideas and problems of P. L. Cebysev and A. A. Markov and their further development. Providence, R.I.: AMS (1977; Zbl 0361.42014)]. In the present paper, the approach of Krein and Nudel'man is extended to the multidimensional moment problem with complexity constraint: Given numbers \(c_1, \dots, c_n\) and linearly independent basis functions \(\alpha_1, \dots, \alpha_n\), defined on a compact \(K\subset{\mathbb R}^d\), find measures of the type \(d\mu=\frac{P(x)}{Q(x)}dx\) such that \(c_k=\int_K\alpha(x)d\mu\) for \(k=1,\dots,n\), and \(P\), \(Q\) are linear combinations of the basis functions. Assumptions on the numbers \(c_1, \dots, c_n\) are found which ensure solvability of this problem. For such data a ``complete solution of the multidimensional moment problem with a complexity constraint also allowing for solutions that require a singular measure added to the rational, absolutely continuous one is provided''. The authors also provide errata for a previous paper in this journal [\textit{C. I. Byrnes} and \textit{A. Lindquist}, Integral Equations Oper. Theory 56, No. 2, 163--180 (2006; Zbl 1181.30020)].