The generalized moment problem with complexity constraint

DOI10.1007/S00020-006-1419-3MaRDI QIDQ850898zbMATH OpenOpenAlexFDO

Authors C. I. Byrnes, Anders Lindquist

Publication date 7 November 2006

Published in Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00020-006-1419-3

zbMATH Keywords

optimizationwell-posednessvariational problemscomplexity constraintMoment problem

Mathematics Subject Classification ID

Moment problems and interpolation problems in the complex plane (30E05) Sensitivity, stability, well-posedness (49K40)

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• On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators
• Spectral estimation by least-squares optimization based on rational covariance extension
• Further results on the Byrnes-Georgiou-Lindquist generalized moment problem
• Application of a global inverse function theorem of Byrnes and Lindquist to a multivariable moment problem with complexity constraint
• A non-classical parameterization for density estimation using sample moments
• New results on the rational covariance extension problem with degree constraint
• Multidimensional rational covariance extension with applications to spectral estimation and image compression

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