Spectral estimation by least-squares optimization based on rational covariance extension

DOI10.1016/J.AUTOMATICA.2006.09.003zbMATH Open1111.93084OpenAlexW2144387019MaRDI QIDQ869094FDOQ869094

Authors: Giovanna Fanizza, Ryozo Nagamune 

Publication date: 26 February 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.09.003

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zbMATH Keywords

optimizationspectral estimationSchur polynomialleast-squares sumrational covariance extension

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Geometric methods (93B27)

Cites Work

• On covariance function tests used in system identification
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Introduction to spectral analysis
• From finite covariance windows to modeling filters: a convex optimization approach
• Title not available (Why is that?)
• Kullback-leibler approximation of spectral density functions
• Realization of power spectra from partial covariance sequences
• A complete parameterization of all positive rational extensions of a covariance sequence
• The generalized moment problem with complexity constraint
• Synthesis of minimum roundoff noise fixed point digital filters
• Model reduction for control system design
• A transformation approach to stochastic model reduction
• Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
• A covariance extension approach to identification of time series
• Sensitivity shaping with degree constraint by nonlinear least-squares optimization
• A new approach to spectral estimation: A tunable high-resolution spectral estimator.
• q-Markov covariance equivalent realizations
• On the Duality between Filtering and Nevanlinna--Pick Interpolation
• Cepstral coefficients, covariance lags, and pole-zero models for finite data strings
• Spectral estimation by least-squares optimization based on rational covariance extension

Cited In (8)

• Fast algorithms for least-squares-based minimum variance spectral estimation
• Generalized Line Spectral Estimation via Convex Optimization
• Spectral estimation by least-squares optimization based on rational covariance extension
• Passivity-preserving model reduction by analytic interpolation
• Title not available (Why is that?)
• New results on the rational covariance extension problem with degree constraint
• On Spectral Analysis Using Models with Pre-specified Zeros
• Kullback-leibler approximation of spectral density functions

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