In this paper, we establish the well-posedness of the generalized moment problems recently studied by Byrnes-Georgiou-Lindquist and coworkers, and by Ferrante-Pavon-Ramponi. We then apply these continuity results to prove almost sure convergence of a sequence of high-resolution spectral estimators indexed by the sample size.
On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators
FERRANTE, AUGUSTO;PAVON, MICHELE
2010
Abstract
In this paper, we establish the well-posedness of the generalized moment problems recently studied by Byrnes-Georgiou-Lindquist and coworkers, and by Ferrante-Pavon-Ramponi. We then apply these continuity results to prove almost sure convergence of a sequence of high-resolution spectral estimators indexed by the sample size.
File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
Systems&ControlLetters2010.pdf
Accesso riservato
Tipologia:
Published (Publisher's Version of Record)
Licenza:
Accesso privato - non pubblico
Dimensione
314.99 kB
Formato
Adobe PDF
|
314.99 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
