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math.OC2016
Further Results on the Convergence of the Pavon-Ferrante Algorithm for Spectral Estimation
Giacomo Baggio
In this paper, we provide a detailed analysis of the global convergence properties of an extensively studied and extremely effective fixed-point algorithm for the Kullback-Leibler…
math.OC2016
Parametrization of Minimal Spectral Factors of Discrete-Time Rational Spectral Densities
Giacomo Baggio, Augusto Ferrante
In this paper, the problem of providing a complete parametrization of the minimal spectral factors of a discrete-time rational spectral density is considered. The desired parametri…