A generalized moment problem for multivariable spectra in the spirit of Byrnes, Georgiou and Lindquist is considered. A suitable parametric family of spectra is introduced. The map from the parameter to the moments is studied in the light of a global inverse function theorem of Byrnes and Lindquist. An efficient algorithm is proposed to find the parameter value such that the corresponding spectrum satisfies the moment constraint.
Application of a global inverse function theorem of Byrnes and Lindquist to a multivariable moment problem with complexity constraint
FERRANTE, AUGUSTO;PAVON, MICHELE;ZORZI, MATTIA
2010
Abstract
A generalized moment problem for multivariable spectra in the spirit of Byrnes, Georgiou and Lindquist is considered. A suitable parametric family of spectra is introduced. The map from the parameter to the moments is studied in the light of a global inverse function theorem of Byrnes and Lindquist. An efficient algorithm is proposed to find the parameter value such that the corresponding spectrum satisfies the moment constraint.
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