A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem
DOI10.1137/21m1452937zbMath1517.42005arXiv2110.06425OpenAlexW4380790445MaRDI QIDQ6157888
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Publication date: 22 June 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.06425
spectral analysis\(\alpha\)-divergencetrigonometric moment problemgeneralized cepstral extensionmultidimensional covariance
Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Estimation and detection in stochastic control theory (93E10) 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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