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Masiero, Chiara (2010) High Performance multivariable spectral estimator with Bounded McMillan Degree. [Magistrali biennali]

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Abstract

Spectral estimation is a prominent issue with applications in a widespread variety of fields, from signal processing to biology. To the present, multivariable spectral estimation with complexity constraints on the acceptable solutions is a challenging issue. In this work, this subject is recast in the form of a constrained optimization problem. This can be efficiently tackled by means of duality theory, because the corresponding dual problem turns out to be particularly suitable for a solving strategy based on Newton-type algorithmic approach. Existence and uniqueness of the solution of the dual problem are proven, and the global convergence of the proposed algorithm is proved. Numerical simulations suggest the efficiency of the proposed technique

Item Type:Magistrali biennali
Uncontrolled Keywords:multivariable spectral approximation, spectral approximation, relative entropy, generalized moment problem, convex optimization, matricial Newton algorithm
Subjects:Area 09 - Ingegneria industriale e dell'informazione > ING-INF/04 Automatica
Codice ID:26046
Relatore:Ferrante, Augusto
Data della tesi:04 October 2010
Biblioteca:Polo di Ingegneria > Biblioteca di Ingegneria dell'Informazione e Ingegneria Elettrica "Giovanni Someda"
Tipo di fruizione per il documento:on-line per i full-text

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