Reconstruction of Support of a Measure From Its Moments
Optimization and Control
2016-11-15 v1
Abstract
In this paper, we address the problem of reconstruction of support of a measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure using level sets of polynomials. To solve this problem, a sequence of convex relaxations is provided, whose optimal solution is shown to converge to the support of measure of interest. Moreover, the provided approach is modified to improve the results for uniform measures. Numerical examples are presented to illustrate the performance of the proposed approach.
Keywords
Cite
@article{arxiv.1403.6399,
title = {Reconstruction of Support of a Measure From Its Moments},
author = {Ashkan Jasour and Constantino Lagoa},
journal= {arXiv preprint arXiv:1403.6399},
year = {2016}
}
Comments
This has been submitted to the 53rd IEEE Conference on Decision and Control