Optimal correction of an indefinite estimated MA spectral density matrix

DOI10.1016/J.SPL.2007.01.018zbMATH Open1114.62096OpenAlexW2102529821MaRDI QIDQ2373685FDOQ2373685

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

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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)

Cites Work

• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Factorization of Matricial Spectral Densities
• Spectral analysis of signals. The missing data case.
• Factorization of moving-average spectral densities by state-space representations and stacking
• Title not available (Why is that?)
• Efficient algorithm for matrix spectral factorization
• MA estimation in polynomial time.
• On the parameterization of positive real sequences and MA parameter estimation

Cited In (2)

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

Uses Software

• SeDuMi

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