A Convex Optimization Approach to the Rational Covariance Extension Problem

DOI10.1137/S0363012997321553zbMath0947.30027MaRDI QIDQ4237219

Sergei V. Gusev, Anders Lindquist, Christopher I. Byrnes

Publication date: 31 March 1999

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

spectral estimationstochastic modelingspeech processingtrigonometric moment problemrational covariance extensionpartial stochastic realizationCarathéodory-Féjer problem

Mathematics Subject Classification ID

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