A New Family of High-Resolution Multivariate Spectral Estimators

DOI10.1109/TAC.2013.2293218zbMath1360.62467arXiv1210.8290MaRDI QIDQ2983195

Mattia Zorzi

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.8290

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Related Items (16)

\(M^2\)-spectral estimation: a relative entropy approach ⋮ On the robustness of the Bayes and Wiener estimators under model uncertainty ⋮ A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem ⋮ An interpretation of the dual problem of the THREE-like approaches ⋮ Autoregressive identification of Kronecker graphical models ⋮ Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle ⋮ Sparse plus low rank network identification: a nonparametric approach ⋮ Rational approximations of spectral densities based on the Alpha divergence ⋮ Empirical Bayesian learning in AR graphical models ⋮ The harmonic analysis of kernel functions ⋮ Graphical model selection for a particular class of continuous-time processes ⋮ Multidimensional Rational Covariance Extension with Applications to Spectral Estimation and Image Compression ⋮ Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory ⋮ Matrix spectral factorization for SA4 multiwavelet ⋮ M$^2$ Spectral Estimation: A Flexible Approach Ensuring Rational Solutions ⋮ Mean-square consistency of the \(f\)-truncated \(M^2\)-periodogram

This page was built for publication: A New Family of High-Resolution Multivariate Spectral Estimators