M$^2$ Spectral Estimation: A Flexible Approach Ensuring Rational Solutions
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Publication:5012326
DOI10.1137/20M1335315zbMath1471.42016arXiv2004.14778OpenAlexW3194213644MaRDI QIDQ5012326
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Publication date: 1 September 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.14778
spectral analysistrigonometric moment problemmultidimensional matrix covariance extension\(\tau\)-divergence
General second-order stochastic processes (60G12) Linear operator methods in interpolation, moment and extension problems (47A57) Moment problems and interpolation problems in the complex plane (30E05) Trigonometric moment problems in one variable harmonic analysis (42A70)
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