On the Well-Posedness of a Parametric Spectral Estimation Problem and Its Numerical Solution

DOI10.1109/TAC.2019.2915022OpenAlexW2946806501WikidataQ127824316 ScholiaQ127824316MaRDI QIDQ5125523

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Publication date: 7 October 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09330

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (4)

\(M^2\)-spectral estimation: a relative entropy approach ⋮ A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem ⋮ Line spectrum representation for vector processes with application to frequency estimation ⋮ M$^2$ Spectral Estimation: A Flexible Approach Ensuring Rational Solutions

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