Library

X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Electronic Resource
    Electronic Resource
    L p -spectral estimation with anL ∞-upper bound (1993)
    Springer
    Journal of optimization theory and applications 76 (1993), S. 321-355 
    Details
    ISSN: 1573-2878
    Keywords: Minimum norm estimation ; power spectrum ; bounded constraints
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Given the constraint 0≤f≤B, whereB is in the interior of the positive cone ofL ∞, and given a finite number of correlations off, we wish to estimatef. Since only a finite number of correlations are given, this does not uniquely determinef. We estimatef by picking the unique function Φ0 satisfying the constraints and minimizing theL p -norm with 1〈p〈∞. Under suitable conditions, the form of the solution is shown to be $$\Phi _0 (f) = \min \{ B(x), \max \{ 0,P(x)\} ^{1/(p - 1)} \} ,$$ whereP is a linear combination of the correlation functions.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00939611
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...