Realization of power spectra from partial covariance sequences

DOI10.1109/TASSP.1987.1165166MaRDI QIDQ3799922zbMATH OpenFDO

Authors Tryphon T. Georgiou

Publication date 1987

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TASSP.1987.1165166

zbMATH Keywords

``pole-zero modelscovariance samplesrealization of a power spectrumspectral density function

Mathematics Subject Classification ID

Moment problems and interpolation problems in the complex plane (30E05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Analysis of variance and covariance (ANOVA) (62J10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited in

(21)

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• Interpolation type problem in the class of positive trigonometric polynomials of fixed order
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• A covariance extension approach to identification of time series
• Sensitivity shaping with degree constraint by nonlinear least-squares optimization
• Optimization-based computation of analytic interpolants of bounded complexity
• New results on the rational covariance extension problem with degree constraint
• The multidimensional moment problem with complexity constraint
• Multidimensional rational covariance extension with applications to spectral estimation and image compression
• Modeling of stationary periodic time series by ARMA representations
• On the realization of band-limited power spectra from partial covariance sequence
• Orthonormality in interpolation schemes for reconstructing signals
• Generalized interpolation in 𝐻^{∞} with a complexity constraint
• A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem
• Periodic vector processes with an internal reciprocal dynamics
• A fast robust numerical continuation solver to a two-dimensional spectral estimation problem
• A maximum entropy approach to the realizability of spin correlation matrices
• Spectral estimation by least-squares optimization based on rational covariance extension
• On the Nevanlinna-Pick interpolation problem: analysis of the McMillan degree of the solutions
• Passivity-preserving model reduction by analytic interpolation

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