PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
2001 | 11 | 5 | 1173-1201
Tytuł artykułu

A homotopy approach to rational covariance extension with degree constraint

Autorzy
Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The solutions to the Rational Covariance Extension Problem (RCEP) are parameterized by the spectral zeros. The rational filter with a specified numerator solving the RCEP can be determined from a known convex optimization problem. However, this optimization problem may become ill-conditioned for some parameter values. A modification of the optimization problem to avoid the ill-conditioning is proposed and the modified problem is solved efficiently by a continuation method.
Rocznik
Tom
11
Numer
5
Strony
1173-1201
Opis fizyczny
Daty
wydano
2001
Twórcy
autor
  • Division of Optimization and Systems Theory, Royal Institute of Technology, Lindstedtsv. 25, SE 100 Stockholm, Sweden
Bibliografia
  • Allgower E.L. and Georg K. (1990): Numerical Continuation Methods. — Berlin, New York: Springer.
  • Allgower E.L. and Georg K. (1993): Continuation and path following. — Acta Numerica, Vol.2, pp.1–64.
  • Arnold V.I. (1983): Geometrical Methods in the Theory of Ordinary Differential Equations. — New York, Berlin: Springer.
  • Bauer F.L. (1955): Ein direktes iterationverfahren zur Hurwitz-zerlegung eines polynoms. — Arch. Elek. Ubertragung, Vol.9, pp.285–290.
  • Byrnes C.I., Enqvist P. and Lindquist A. (2001): Cepstral coefficients, covariance lags and pole-zero models for finite data strings. — IEEE Trans. Sign. Process, Vol.49, No.4.
  • Byrnes C.I., Gusev S.V. and Lindquist A. (1999): A convex optimization approach to the rational covariance extension problem. — SIAM J. Contr. Optim., Vol.37, No.1, pp.211– 229.
  • Byrnes C.I., Lindquist A., Gusev S.V. and Matveev A.S. (1995): A complete parametrization of all positive rational extensions of a covariance sequence. — IEEE Trans. Automat. Contr., Vol.40, No.11, pp.1841–1857.
  • Caines P.E. (1987): Linear Stochastic Systems. — New York: Wiley.
  • Chui C.K. and Chen G. (1992): Signal Processing and Systems Theory. — Berlin: Springer.
  • Davidenko D. (1953): On a new method of numerically integrating a system of nonlinear equations. — Dokl. Akad. Nauk SSSR, Vol.88, pp.601–604 (in Russian).
  • Den Heijer C. and Rheinboldt W.C. (1981): On steplength algorithms for a class of continuation methods. — SIAM J. Numer. Anal., Vol.18, No.5, pp.925–948.
  • Georgiou T.T. (1983): Partial Realization of Covariance Sequences. — Ph.D. Thesis, University of Florida.
  • Georgiou T.T. (1987): Realization of power spectra from partial covariance sequences. — IEEE Trans. Acoust. Speech Sign. Process., Vol.ASSP–35, No.4, pp.438–449.
  • Goodman T., Michelli C., Rodriguez G. and Seatzu S. (1997): Spectral factorization of Laurent polynomials. — Adv. Comp. Math., Vol.7, No.4, pp.429–454.
  • Kalman R.E. (1981): Realization of covariance sequences. — Toeplitz Memorial Conference, Tel Aviv, Israel, pp.331–342.
  • Luenberger D.G. (1984): Linear and Nonlinear Programming. — Reading, Mass.: Addison Wesley.
  • Markel J.D. and Gray Jr. A.H. (1976): Linear Prediction of Speech. — New York: Springer.
  • Nash S.G. and Sofer A. (1996): Linear and Nonlinear Programming. — New York: McGrawHill.
  • Ortega J.M. and Rheinboldt W.C. (1970): Iterative Solution of Nonlinear Equations in Several Variables. — New York: Academic Press.
  • Porat B. (1994): Digital Processing of Random Signals, Theory & Methods. — Englewood Cliffs. NJ.: Prentice Hall.
  • Rudin W. (1976): Principles of Mathematical Analysis. — New York: McGraw Hill.
  • Wilson G. (1969): Factorization of the covariance generating function of a pure moving average process. — SIAM J. Numer. Anal., Vol.6, pp.1–7.
  • Wu S-P., Boyd S. and Vandenberghe L. (1997): FIR filter design via spectral factorization and convex optimization, In: Applied Computational Control, Signal and Communications (Biswa Datta, Ed.) — Boston: Birkhäuser, pp.215–245.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-amcv11i5p1173bwm
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.