2 citations · 2 across the 2 of their papers we have counts for
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math.OC2019
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…
math.OC2018
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…
math.OC2018
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…