On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators

Federico Ramponi; Augusto Ferrante; Michele Pavon

doi:10.1016/j.sysconle.2010.01.001

On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators

Federico Ramponi, Augusto Ferrante, Michele Pavon

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, we establish the well-posedness of the generalized moment problems recently studied by Byrnes-Georgiou-Lindquist and coworkers, and by Ferrante-Pavon-Ramponi. We then apply these continuity results to prove the almost sure convergence of a sequence of high-resolution spectral estimators indexed by the sample size.

Original language	English (US)
Pages (from-to)	167-172
Number of pages	6
Journal	Systems and Control Letters
Volume	59
Issue number	3-4
DOIs	https://doi.org/10.1016/j.sysconle.2010.01.001
State	Published - Mar 2010

Keywords

Consistency
Spectrum approximation
Spectrum estimation
Well-posedness

ASJC Scopus subject areas

Control and Systems Engineering
General Computer Science
Mechanical Engineering
Electrical and Electronic Engineering

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10.1016/j.sysconle.2010.01.001

Cite this

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abstract = "In this paper, we establish the well-posedness of the generalized moment problems recently studied by Byrnes-Georgiou-Lindquist and coworkers, and by Ferrante-Pavon-Ramponi. We then apply these continuity results to prove the almost sure convergence of a sequence of high-resolution spectral estimators indexed by the sample size.",

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author = "Federico Ramponi and Augusto Ferrante and Michele Pavon",

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AU - Ramponi, Federico

AU - Ferrante, Augusto

AU - Pavon, Michele

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Y1 - 2010/3

N2 - In this paper, we establish the well-posedness of the generalized moment problems recently studied by Byrnes-Georgiou-Lindquist and coworkers, and by Ferrante-Pavon-Ramponi. We then apply these continuity results to prove the almost sure convergence of a sequence of high-resolution spectral estimators indexed by the sample size.

AB - In this paper, we establish the well-posedness of the generalized moment problems recently studied by Byrnes-Georgiou-Lindquist and coworkers, and by Ferrante-Pavon-Ramponi. We then apply these continuity results to prove the almost sure convergence of a sequence of high-resolution spectral estimators indexed by the sample size.

KW - Consistency

KW - Spectrum approximation

KW - Spectrum estimation

KW - Well-posedness

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JO - Systems and Control Letters

JF - Systems and Control Letters

IS - 3-4

ER -

On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

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