\(L_ p\)-spectral estimation with an \(L_ \infty\)-upper bound

DOI10.1007/BF00939611zbMath0802.49005OpenAlexW1970295817MaRDI QIDQ1321305

R. E. Cole, Robert K. Goodrich

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939611

zbMATH Keywords

power spectrumbounded constraintsminimum norm estimation

Mathematics Subject Classification ID

Existence of solutions for minimax problems (49J35)

Related Items (5)

Smooth and Semismooth Newton Methods for Constrained Approximation and Estimation ⋮ Convergence rate of Newton's method for \(L_2\) spectral estimation ⋮ Locally Ф-integrable σ-martingale densitiesfor general semimartingales ⋮ A smoothing Newton-type method for solving the \(L _{2}\) spectral estimation problem with lower and upper bounds ⋮ Quasi interiors, Lagrange multipliers, and \(L^ p\) spectral estimation with lattice bounds

Cites Work

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• Spectral estimation for sensor arrays
• $L_2 $ Spectral Estimation
• A Dual Approach to Multidimensional $L_p$ Spectral Estimation Problems
• Some examples of cycling in variable metric methods for constrained minimization

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