A Dual Approach to Multidimensional L_p Spectral Estimation Problems

DOI10.1137/0326053MaRDI QIDQ3826458zbMATH OpenOpenAlexFDO

Authors Aharon Ben-Tal, Jonathan M. Borwein, Marc Teboulle

Publication date 1988

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

Full work available at URL https://doi.org/10.1137/0326053

zbMATH Keywords

maximum entropymoment problemsconstraint qualificationinfinite-dimensional convex programsmultidimensional \(L_ p\) spectral estimationunconstrained Lagrangian dual problem

Mathematics Subject Classification ID

Convex programming (90C25) Methods of successive quadratic programming type (90C55) Applications of mathematical programming (90C90) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Duality theory (optimization) (49N15)

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• Spectral Estimation Using Multitaper Whittle Methods With a Lasso Penalty
• Partially finite convex programming. I: Quasi relative interiors and duality theory
• A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem
• Partially finite convex programming. II: Explicit lattice models
• A duality proof of sampling localisation in relaxation spectrum recovery
• An interpretation of the dual problem of the THREE-like approaches
• A smoothing Newton-type method for solving the \(L _{2}\) spectral estimation problem with lower and upper bounds
• Smooth and semismooth Newton methods for constrained approximation and estimation
• A Multidimensional Wiener-Wintner Theorem and Spectrum Estimation
• \(L_ p\)-spectral estimation with an \(L_ \infty\)-upper bound
• Dualization of signal recovery problems
• A second order affine scaling algorithm for the geometric programming dual with logarithmic barrier
• On the Convergence of Moment Problems
• On the failure of maximum entropy reconstruction for Fredholm equations and other infinite systems
• Convergence rate of Newton's method for \(L_2\) spectral estimation
• Duality and Convex Programming

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