• DocumentCode
    969284
  • Title

    On the realization of band-limited power spectra from partial covariance sequence

  • Author

    Chonavel, Thierry ; Loubaton, P.

  • Author_Institution
    Dept. Signal, Ecole Nat. Superieure des Telecommun., Paris
  • Volume
    39
  • Issue
    4
  • fYear
    1993
  • fDate
    7/1/1993 12:00:00 AM
  • Firstpage
    1395
  • Lastpage
    1397
  • Abstract
    The set M(Ω) of all (discrete-time) power spectra supported on a known interval [-Ω, Ω], (with Ω<π) and whose first N+1 correlation coefficients coincide with a given sequence (γn)n=0,N is characterized. By using the results related to the trigonometric moment problem, it is shown that the positive real functions associated with the elements of M (Ω) are given by a linear fractional map of Schur functions satisfying certain properties
  • Keywords
    correlation theory; information theory; parameter estimation; spectral analysis; Schur functions; band-limited power spectra; correlation coefficients; linear fractional map; partial covariance sequence; positive real functions; trigonometric moment problem; Bandwidth; Covariance matrix; Extrapolation; Frequency estimation; Frequency measurement; H infinity control; Polynomials; Sampling methods; Sensor arrays; Wideband;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.243454
  • Filename
    243454
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=969284