The multidimensional moment problem with complexity constraint

DOI10.1007/S00020-015-2248-ZzbMATH Open1348.30019arXiv1504.03626OpenAlexW1867429253MaRDI QIDQ279707FDOQ279707

Anders Lindquist, Johan Karlsson, Axel Ringh

Publication date: 29 April 2016

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

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.

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

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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)

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Cited In (12)

• Sebestyén moment problem: The multi-dimensional case
• M$^2$ Spectral Estimation: A Flexible Approach Ensuring Rational Solutions
• A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem
• The generalized moment problem with complexity constraint
• The moment problem for rational measures: convexity in the spirit of Krein
• A non-classical parameterization for density estimation using sample moments
• Title not available (Why is that?)
• Multidimensional rational covariance extension with applications to spectral estimation and image compression
• \(M^2\)-spectral estimation: a relative entropy approach
• Multidimensional Rational Covariance Extension with Approximate Covariance Matching
• 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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