A Convex Optimization Approach to the Rational Covariance Extension Problem (Q4237219)

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scientific article; zbMATH DE number 1272835
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A Convex Optimization Approach to the Rational Covariance Extension Problem
scientific article; zbMATH DE number 1272835

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    A Convex Optimization Approach to the Rational Covariance Extension Problem (English)
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    31 March 1999
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    rational covariance extension
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    partial stochastic realization
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    trigonometric moment problem
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    spectral estimation
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    speech processing
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    stochastic modeling
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    Carathéodory-Féjer problem
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