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

DOI10.1109/18.243454MaRDI QIDQ4307341zbMATHOpenAlexFDO

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

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)

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(3)

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

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