On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators
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Publication:984738
DOI10.1016/J.SYSCONLE.2010.01.001zbMATH Open1204.49028arXiv0911.0440OpenAlexW2023949578MaRDI QIDQ984738FDOQ984738
Authors: Augusto Ferrante, Michele Pavon, Federico Ramponi 
Publication date: 20 July 2010
Published in: Systems \& Control Letters (Search for Journal in Brave)
Abstract: In this paper, we establish the well-posedness of the generalized moment problems recently studied by Byrnes-Georgiou-Lindquist and coworkers, and by Ferrante-Pavon-Ramponi. We then apply these continuity results to prove almost sure convergence of a sequence of high-resolution spectral estimators indexed by the sample size.
Full work available at URL: https://arxiv.org/abs/0911.0440
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Cited In (4)
- A New Family of High-Resolution Multivariate Spectral Estimators
- Multiresolution analysis and multivariate approximation of smooth signals in \(C_ B(\mathbb{R}^ d)\)
- On the estimation of structured covariance matrices
- Necessary and sufficient condition for modified Nevanlinna-Pick interpolation for closed-loop pole placement
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