From finite covariance windows to modeling filters: A convex optimization approach

SIAM Review

Volumn 43, Issue 4, 2001, Pages 645-675

  Byrnes, Christopher I ^a   Gusev, Sergei V ^a   Lindquist, Anders ^a  

^a WASHINGTON UNIVERSITY   (United States)

Author keywords

General moment problem; Interpolation; Partial stochastic realization; Rational covariance extension; Spectral estimation; Speech processing; Stochastic modeling; Trigonometric moment problem

Indexed keywords

ALGORITHMS; ENTROPY; INTERPOLATION; OPTIMIZATION; RANDOM PROCESSES; SIGNAL FILTERING AND PREDICTION; SPEECH PROCESSING;

MODELING FILTERS;

PROBLEM SOLVING;

EID: 0035571933     PISSN: 00361445     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036144501392194     Document Type: Article

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