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

DOI10.1137/S0363012900383077zbMATH Open1094.93006MaRDI QIDQ4537822FDOQ4537822

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)

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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)

Cited In (11)

• Shaping filters and the upward continuation problem
• A non-Gaussian Bayesian filter using power and generalized logarithmic moments
• Modeling of stationary periodic time series by ARMA representations
• The multidimensional moment problem with complexity constraint
• 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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