32 citations · 103 across the 26 of their papers we have counts for
4 papers · 1 filter
Modeling of Stationary Periodic Time Series by ARMA Representations
Anders Lindquist, Giorgio Picci
This is a survey of some recent results on the rational circulant covariance extension problem: Given a partial sequence of covariance lags $c_k=\mathbb{E}\{y…
Multidimensional Rational Covariance Extension with Applications to Spectral Estimation and Image Compression
Axel Ringh, Johan Karlsson, Anders Lindquist
The rational covariance extension problem (RCEP) is an important problem in systems and control occurring in such diverse fields as control, estimation, system identification, and…
The Multidimensional Moment Problem with Complexity Constraint
Johan Karlsson, Anders Lindquist, Axel Ringh
A long series of previous papers have been devoted to the (one-dimensional) moment problem with nonnegative rational measure. The rationality assumption is a complexity constraint…
Optimal estimation with missing observations via balanced time-symmetric stochastic models
Tryphon T. Georgiou, Anders Lindquist
We consider data fusion for the purpose of smoothing and interpolation based on observation records with missing data. Stochastic processes are generated by linear stochastic model…