On the realization of band-limited power spectra from partial covariance sequence

DOI10.1109/18.243454zbMATH Open0802.60037OpenAlexW2158236290MaRDI QIDQ4307341FDOQ4307341

Authors: Thierry Chonavel, Philippe Loubaton 

Publication date: 4 October 1994

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.243454

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zbMATH Keywords

orthogonal polynomialspositive real functionscorrelation coefficientstrigonometric moment problemband-limited spectrumlinear fractional map of Schur functionsposer spectrapositive Toeplitz matrices

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10)

Cited In (3)

• The partial trigonometric moment problem on an interval: The matrix case
• Reflection coefficients of band-limited spectra and band-limited spectrum modeling
• Realization of power spectra from partial covariance sequences

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