On the Well-Posedness of a Parametric Spectral Estimation Problem and Its Numerical Solution

DOI10.1109/TAC.2019.2915022MaRDI QIDQ5125523zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 7 October 2020

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

Full work available at URL https://arxiv.org/abs/1802.09330

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(6)

• Line spectrum representation for vector processes with application to frequency estimation
• M^2-spectral estimation: a relative entropy approach
• M^2 spectral estimation: a flexible approach ensuring rational solutions
• A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem
• Line spectral analysis using the G-filter: an atomic norm minimization approach
• A fast robust numerical continuation solver to a two-dimensional spectral estimation problem

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