Further Results on the Convergence of the Pavon–Ferrante Algorithm for Spectral Estimation

DOI10.1109/TAC.2018.2794407zbMath1423.93374arXiv1612.03570OpenAlexW2964052428MaRDI QIDQ4562290

Giacomo Baggio

Publication date: 19 December 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.03570

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

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