Further results on the Byrnes-Georgiou-Lindquist generalized moment problem

Augusto Ferrante; Michele Pavon; Federico Ramponi

doi:10.1007/978-3-540-73570-0_7

Further results on the Byrnes-Georgiou-Lindquist generalized moment problem

Augusto Ferrante, Michele Pavon, Federico Ramponi

Mathematics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

In this paper, we consider the problem of finding, among solutions of a moment problem, the best Kullback-Leibler approximation of a given a priori spectral density. We present a new complete existence proof for the dual optimization problem in the Byrnes-Lindquist spirit. We also prove a descent property for a matricial iterative method for the numerical solution of the dual problem. The latter has proven to perform extremely well in simulation testbeds.

Original language	English (US)
Title of host publication	Modeling, Estimation and Control
Subtitle of host publication	Festschrift in Honor of Giorgio Picci on the Occasion of his sixty-fifth Birthday
Editors	Alessandro Chiuso, Stefano Pinzoni, Augusto Ferrante
Pages	73-83
Number of pages	11
DOIs	https://doi.org/10.1007/978-3-540-73570-0_7
State	Published - 2007

Publication series

Name	Lecture Notes in Control and Information Sciences
Volume	364
ISSN (Print)	0170-8643

ASJC Scopus subject areas

Library and Information Sciences

Access to Document

10.1007/978-3-540-73570-0_7

Cite this

Ferrante, A., Pavon, M., & Ramponi, F. (2007). Further results on the Byrnes-Georgiou-Lindquist generalized moment problem. In A. Chiuso, S. Pinzoni, & A. Ferrante (Eds.), Modeling, Estimation and Control: Festschrift in Honor of Giorgio Picci on the Occasion of his sixty-fifth Birthday (pp. 73-83). (Lecture Notes in Control and Information Sciences; Vol. 364). https://doi.org/10.1007/978-3-540-73570-0_7

Further results on the Byrnes-Georgiou-Lindquist generalized moment problem. / Ferrante, Augusto; Pavon, Michele; Ramponi, Federico.
Modeling, Estimation and Control: Festschrift in Honor of Giorgio Picci on the Occasion of his sixty-fifth Birthday. ed. / Alessandro Chiuso; Stefano Pinzoni; Augusto Ferrante. 2007. p. 73-83 (Lecture Notes in Control and Information Sciences; Vol. 364).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Ferrante, A, Pavon, M & Ramponi, F 2007, Further results on the Byrnes-Georgiou-Lindquist generalized moment problem. in A Chiuso, S Pinzoni & A Ferrante (eds), Modeling, Estimation and Control: Festschrift in Honor of Giorgio Picci on the Occasion of his sixty-fifth Birthday. Lecture Notes in Control and Information Sciences, vol. 364, pp. 73-83. https://doi.org/10.1007/978-3-540-73570-0_7

Ferrante A, Pavon M, Ramponi F. Further results on the Byrnes-Georgiou-Lindquist generalized moment problem. In Chiuso A, Pinzoni S, Ferrante A, editors, Modeling, Estimation and Control: Festschrift in Honor of Giorgio Picci on the Occasion of his sixty-fifth Birthday. 2007. p. 73-83. (Lecture Notes in Control and Information Sciences). doi: 10.1007/978-3-540-73570-0_7

Ferrante, Augusto ; Pavon, Michele ; Ramponi, Federico. / Further results on the Byrnes-Georgiou-Lindquist generalized moment problem. Modeling, Estimation and Control: Festschrift in Honor of Giorgio Picci on the Occasion of his sixty-fifth Birthday. editor / Alessandro Chiuso ; Stefano Pinzoni ; Augusto Ferrante. 2007. pp. 73-83 (Lecture Notes in Control and Information Sciences).

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Further results on the Byrnes-Georgiou-Lindquist generalized moment problem

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