Identifiability and Well-Posedness of Shaping-Filter Parameterizations: A Global Analysis Approach

DOI10.1137/S0363012900383077MaRDI QIDQ4537822zbMATH OpenFDO

Authors P. Enqvist, Anders Lindquist, C. I. Byrnes

Publication date 23 June 2002

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

identifiabilityspectral estimationwell-posednessfoliationsparameterizationcepstrumCarathéodory extension

Mathematics Subject Classification ID

Moment problems and interpolation problems in the complex plane (30E05) Calculus on manifolds; nonlinear operators (58C99) Identification in stochastic control theory (93E12) Trigonometric interpolation (42A15)

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Cited in

(11)

• Shaping filters and the upward continuation problem
• A non-Gaussian Bayesian filter using power and generalized logarithmic moments
• The multidimensional moment problem with complexity constraint
• Modeling of stationary periodic time series by ARMA representations
• Multidimensional rational covariance extension with approximate covariance matching
• A maximum entropy approach to the realizability of spin correlation matrices
• A counterexample to the uniqueness of the asymptotic estimate in ARMAX model identification via the correlation approach
• Passivity-preserving model reduction by analytic interpolation
• Multidimensional rational covariance extension with applications to spectral estimation and image compression
• \(M^2\)-spectral estimation: a relative entropy approach
• Enhanced and restored signals as a generalized solution for shock filter models. I: Existence and uniqueness result of the Cauchy problem

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