48 citations · 303 across the 37 of their papers we have counts for
3 papers · 2 filters
The role of the time-arrow in mean-square estimation of stochastic processes
Yongxin Chen, Johan Karlsson, Tryphon T. Georgiou
The purpose of this paper is to explain a certain dichotomy between the information that the past and future values of a multivariate stochastic process carry about the present. Mo…
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…