20 citations · 38 across the 17 of their papers we have counts for
17 papers
A Weaker Regularity Condition for the Multidimensional -Moment Problem
Bin Zhu, Mattia Zorzi
We consider the problem of finding a -dimensional spectral density through a moment problem which is characterized by an integer parameter . Previous results showed that ther…
On the Statistical Consistency of a Generalized Cepstral Estimator
Bin Zhu, Mattia Zorzi
We consider the problem to estimate the generalized cepstral coefficients of a stationary stochastic process or stationary multidimensional random field. It turns out that a naive…
Sampling Gaussian Stationary Random Fields: A Stochastic Realization Approach
Bin Zhu, Jiahao Liu, Zhengshou Lai +1
Generating large-scale samples of stationary random fields is of great importance in the fields such as geomaterial modeling and uncertainty quantification. Traditional methodologi…
A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem
Bin Zhu, Mattia Zorzi
In the present paper we consider the problem of estimating the multidimensional power spectral density which describes a second-order stationary random field from a finite number o…
A Fast Robust Numerical Continuation Solver to a Two-Dimensional Spectral Estimation Problem
Bin Zhu, Jiahao Liu
This paper presents a fast algorithm to solve a spectral estimation problem for two-dimensional random fields. The latter is formulated as a convex optimization problem with the It…
Approximation of stationary processes and Toeplitz Spectra
Giorgio Picci, Bin Zhu
We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive de…
Line Spectrum Representation for Vector Processes With Application to Frequency Estimation
Bin Zhu
A positive semidefinite Toeplitz matrix, which often arises as the finite covariance matrix of a stationary random process, can be decomposed as the sum of a nonnegative multiple o…
M-Spectral Estimation: A Flexible Approach Ensuring Rational Solutions
Bin Zhu, Augusto Ferrante, Johan Karlsson +1
This paper concerns a spectral estimation problem for multivariate (i.e., vector-valued) signals defined on a multidimensional domain, abbreviated as M. The problem is posed as…
An Empirical Bayes Approach to Frequency Estimation
Giorgio Picci, Bin Zhu
In this paper we show that the classical problem of frequency estimation can be formulated and solved efficiently in an empirical Bayesian framework by assigning a uniform a priori…
Fusion of Sensors Data in Automotive Radar Systems: A Spectral Estimation Approach
Bin Zhu, Augusto Ferrante, Johan Karlsson +1
To accurately estimate locations and velocities of surrounding targets (cars) is crucial for advanced driver assistance systems based on radar sensors. In this paper we derive meth…
M-Spectral Estimation: A Relative Entropy Approach
Bin Zhu, Augusto Ferrante, Johan Karlsson +1
This paper deals with M-signals, namely multivariate (or vector-valued) signals defined over a multidimensional domain. In particular, we propose an optimization technique to s…
On the Uniqueness Result of Theorem 6 in "Relative Entropy and the Multivariable Multidimensional Moment Problem"
Bin Zhu
Matrix-valued covariance extension and multivariate spectral estimation are formulated as generalized moment problems in the "THREE" approach and its extensions. Under this context…
On the Well-Posedness of a Parametric Spectral Estimation Problem and Its Numerical Solution
Bin Zhu
This paper concerns a spectral estimation problem in which we want to find a spectral density function that is consistent with estimated second-order statistics. It is an inverse p…
On a Parametric Spectral Estimation Problem
Bin Zhu
We consider an open question posed in \cite{Zhu-Baggio-17} on the uniqueness of the solution to a parametric spectral estimation problem.
On the existence of a solution to a spectral estimation problem \emph{à la} Byrnes-Georgiou-Lindquist
Bin Zhu, Giacomo Baggio
A parametric spectral estimation problem in the style of Byrnes, Georgiou, and Lindquist was posed in \cite{FPZ-10}, but the existence of a solution was only proved in a special ca…
On Vector ARMA Models Consistent with a Finite Matrix Covariance Sequence
Bin Zhu
We formulate the so called "VARMA covariance matching problem" and demonstrate the existence of a solution using the degree theory from differential topology.
A New Algorithm for Circulant Rational Covariance Extension and Applications to Finite-interval Smoothing
Giorgio Picci, Bin Zhu
The partial stochastic realization of periodic processes from finite covariance data has recently been solved by Lindquist and Picci based on convex optimization of a generalized e…