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20162023
most citedOn the existence of a solution to a spectral estimation problem \emph{à la} Byrnes-Georgiou-Lindquist

20 citations · 38 across the 17 of their papers we have counts for

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6 papers · 1 filter

math.OC2023

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…

math.OC2021

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…

math.OC2020

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…

math.OC2019★ 1 cited

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★ 2 cited

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…