Multidimensional Rational Covariance Extension with Approximate Covariance Matching

DOI10.1137/17M1127922zbMath1385.42004arXiv1704.08326MaRDI QIDQ4608234

Johan Karlsson, Anders Lindquist, Axel Ringh

Publication date: 16 March 2018

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.08326

zbMATH Keywords

convex optimizationtrigonometric moment problemmultidimensional spectral estimationtexture generationapproximate covariance extension

Mathematics Subject Classification ID

Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Linear operator methods in interpolation, moment and extension problems (47A57) Moment problems and interpolation problems in the complex plane (30E05) Trigonometric moment problems in one variable harmonic analysis (42A70)

Related Items

\(M^2\)-spectral estimation: a relative entropy approach ⋮ A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem ⋮ Multidimensional Rational Covariance Extension with Approximate Covariance Matching ⋮ Graphical model selection for a particular class of continuous-time processes ⋮ M$^2$ Spectral Estimation: A Flexible Approach Ensuring Rational Solutions

Uses Software

• CVX
• Outex

Cites Work

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