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

2009/11/02 by Federico Ramponi, Ramponi, Federico, Augusto Ferrante +3
Computer Science · Engineering · Mathematics · #Control Systems and Identification #Image and Signal Denoising Methods #Statistical and numerical algorithms #math.OC

paper · pdf · doi:10.48550/arxiv.0911.0440

arxiv created 2009/11/02 · arxiv updated 2009/12/01

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 almost sure convergence of a sequence of high-resolution spectral estimators indexed by the sample size.

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