On the existence of a solution to a spectral estimation problem \emph{\`a la} Byrnes-Georgiou-Lindquist
Statistics Theory
2019-08-08 v2 Statistics Theory
Abstract
A parametric spectral estimation problem in the style of Byrnes, Georgiou, and Lindquist was posed in \cite{FPZ-10}, but the existence of a solution was only proved in a special case. Based on their results, we show that a solution indeed exists given an arbitrary matrix-valued prior density. The main tool in our proof is the topological degree theory.
Keywords
Cite
@article{arxiv.1709.09012,
title = {On the existence of a solution to a spectral estimation problem \emph{\`a la} Byrnes-Georgiou-Lindquist},
author = {Bin Zhu and Giacomo Baggio},
journal= {arXiv preprint arXiv:1709.09012},
year = {2019}
}
Comments
6 pages of two-column draft, accepted for publication in IEEE-TAC