An Interpretation of the Dual Problem of the THREE-like Approaches
Optimization and Control
2015-08-26 v2
Abstract
Spectral estimation can be preformed using the so called THREE-like approach. Such method leads to a convex optimization problem whose solution is characterized through its dual problem. In this paper, we show that the dual problem can be seen as a new parametric spectral estimation problem. This interpretation implies that the THREE-like solution is optimal in terms of closeness to the correlogram over a certain parametric class of spectral densities, enriching in this way its meaningfulness.
Keywords
Cite
@article{arxiv.1409.3957,
title = {An Interpretation of the Dual Problem of the THREE-like Approaches},
author = {Mattia Zorzi},
journal= {arXiv preprint arXiv:1409.3957},
year = {2015}
}