On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators

DOI10.1016/j.sysconle.2010.01.001zbMath1204.49028arXiv0911.0440MaRDI QIDQ984738

Michele Pavon, Augusto Ferrante, Federico Alessandro Ramponi

Publication date: 20 July 2010

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.0440

zbMATH Keywords

consistency; well-posedness; spectrum estimation; spectrum approximation

Mathematics Subject Classification ID

49K40: Sensitivity, stability, well-posedness

Related Items

On the estimation of structured covariance matrices

Cites Work

• Unnamed Item
• Unnamed Item
• The generalized moment problem with complexity constraint
• A new approach to spectral estimation: a tunable high-resolution spectral estimator
• Relative entropy and the multivariable multidimensional moment problem
• Kullback-leibler approximation of spectral density functions
• A Convex Optimization Approach to the Rational Covariance Extension Problem
• Hellinger Versus Kullback–Leibler Multivariable Spectrum Approximation
• A Convex Optimization Approach to ARMA Modeling
• A Globally Convergent Matricial Algorithm for Multivariate Spectral Estimation
• Matrix-valued nevanlinna-pick interpolation with complexity constraint: an optimization approach
• Spectral analysis based on the state covariance: the maximum entropy spectrum and linear fractional parametrization
• The structure of state covariances and its relation to the power spectrum of the input
• On the Georgiou–Lindquist Approach to Constrained Kullback–Leibler Approximation of Spectral Densities
• Remarks on Control Design With Degree Constraint
• On the Convergence of an Efficient Algorithm for Kullback–Leibler Approximation of Spectral Densities