The Circulant Rational Covariance Extension Problem: The Complete Solution

DOI10.1109/TAC.2013.2270591zbMath1369.93139arXiv1208.6286MaRDI QIDQ5353399

Anders Lindquist, Giorgio Picci

Publication date: 8 September 2017

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

Full work available at URL: https://arxiv.org/abs/1208.6286

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Algebraic methods (93B25) Moment problems and interpolation problems in the complex plane (30E05) Realizations from input-output data (93B15)

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