A globally convergent matricial algorithm for multivariate spectral estimation

IEEE Transactions on Automatic Control

Volumn 54, Issue 10, 2009, Pages 2376-2388

  Ramponi, Federico ^a   Ferrante, Augusto ^b   Pavon, Michele ^b  

^a ETH ZURICH   (Switzerland)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

Convex optimization; Global convergence; Hellinger distance; Matricial Newton algorithm; Multivariable spectrum approximation; Spectral estimation

Indexed keywords

GLOBAL CONVERGENCE; HELLINGER DISTANCE; MATRICIAL NEWTON ALGORITHM; MULTIVARIABLE SPECTRUM APPROXIMATION; SPECTRAL ESTIMATION;

CONVERGENCE OF NUMERICAL METHODS; CONVEX OPTIMIZATION; ESTIMATION; MATLAB; SPECTRUM ANALYSIS;

APPROXIMATION ALGORITHMS;

EID: 70350337948     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2009.2028977     Document Type: Article

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