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math.OC2008★ 1 cited
A globally convergent matricial algorithm for multivariate spectral estimation
Federico Ramponi, Augusto Ferrante, Michele Pavon
In this paper, we first describe a matricial Newton-type algorithm designed to solve the multivariable spectrum approximation problem. We then prove its global convergence. Finally…
math.OC2007★ 4 cited
Hellinger vs. Kullback-Leibler multivariable spectrum approximation
A. Ferrante, M. Pavon, F. Ramponi
In this paper, we study a matricial version of the Byrnes-Georgiou-Lindquist generalized moment problem with complexity constraint. We introduce a new metric on multivariable spect…