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.
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