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math.OC2009
On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators
Federico Ramponi, Augusto Ferrante, Michele Pavon
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 the…
math.OC2009
On the convergence of an efficient algorithm for Kullback-Leibler approximation of spectral densities
Augusto Ferrante, Federico Ramponi, Francesco Ticozzi
This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approxi…