The multidimensional moment problem with complexity constraint

DOI10.1007/S00020-015-2248-ZMaRDI QIDQ279707zbMATH OpenOpenAlexFDO

Authors Johan Karlsson, Anders Lindquist, Axel Ringh

Publication date 29 April 2016

Published in Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.03626

zbMATH Keywords

optimizationmoment problemscomplexity constraintsmultidimensional moment problemssmooth parametrization

Mathematics Subject Classification ID

Moment problems and interpolation problems in the complex plane (30E05) Linear operator methods in interpolation, moment and extension problems (47A57) Moment problems (44A60) Trigonometric moment problems in one variable harmonic analysis (42A70)

Abstract: A long series of previous papers have been devoted to the (one-dimensional) moment problem with nonnegative rational measure. The rationality assumption is a complexity constraint motivated by applications where a parameterization of the solution set in terms of a bounded finite number of parameters is required. In this paper we provide a complete solution of the multidimensional moment problem with a complexity constraint also allowing for solutions that require a singular measure added to the rational, absolutely continuous one. Such solutions occur on the boundary of a certain convex cone of solutions. In this paper we provide complete parameterizations of all such solutions. We also provide errata for a previous paper in this journal coauthored by one of the authors of the present paper.

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Cited in

(13)

• Sebestyén moment problem: The multi-dimensional case
• A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem
• The generalized moment problem with complexity constraint
• Multidimensional rational covariance extension with approximate covariance matching
• Application of a global inverse function theorem of Byrnes and Lindquist to a multivariable moment problem with complexity constraint
• The moment problem for rational measures: convexity in the spirit of Krein
• \(M^2\) spectral estimation: a flexible approach ensuring rational solutions
• A non-classical parameterization for density estimation using sample moments
• scientific article; zbMATH DE number 2098678 (Why is no real title available?)
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• \(M^2\)-spectral estimation: a relative entropy approach
• Analyzing the impact of regularization on REMSE
• On Multivariate Discrete Moment Problems: Generalization of the Bivariate Min Algorithm for Higher Dimensions

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