Optimal correction of an indefinite estimated MA spectral density matrix

DOI10.1016/J.SPL.2007.01.018MaRDI QIDQ2373685zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Luzhou Xu, Jian Li, Yao Xie

Publication date 16 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.01.018

zbMATH Keywords

semidefinite programmingspectral density matrixvector moving-average

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Inference from stochastic processes and spectral analysis (62M15) Semidefinite programming (90C22)

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Cites work

• scientific article; zbMATH DE number 65796 (Why is no real title available?)
• scientific article; zbMATH DE number 3521438 (Why is no real title available?)
• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Efficient algorithm for matrix spectral factorization
• Factorization of moving-average spectral densities by state-space representations and stacking
• MA estimation in polynomial time.
• On the parameterization of positive real sequences and MA parameter estimation
• Spectral analysis of signals. The missing data case.
• The Factorization of Matricial Spectral Densities
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

Cited in

(2)

• Efficient co-channel interference suppression in MIMO-OFDM systems
• MA estimation in polynomial time.

Describes a project that uses

Uses Software

• SeDuMi

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