A parametric spectral estimation problem in the style of Byrnes, Georgiou, and Lindquist was posed in [1], but the existence of a solution was only proved in a special case. Based on their results, we show that a solution indeed exists given an arbitrary matrix-valued prior density. The main tool in our proof is the topological degree theory.

On the Existence of a Solution to a Spectral Estimation Problem à la Byrnes-Georgiou-Lindquist

Baggio G.
2019

Abstract

A parametric spectral estimation problem in the style of Byrnes, Georgiou, and Lindquist was posed in [1], but the existence of a solution was only proved in a special case. Based on their results, we show that a solution indeed exists given an arbitrary matrix-valued prior density. The main tool in our proof is the topological degree theory.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/3331518
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 21
  • ???jsp.display-item.citation.isi??? 20
social impact