An Interpretation of the Dual Problem of the THREE-like Approaches

Mattia Zorzi

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arXiv · 1409.3957

An Interpretation of the Dual Problem of the THREE-like Approaches

Mattia Zorzi

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Abstract

Spectral estimation can be preformed using the so called THREE-like approach. Such method leads to a convex optimization problem whose solution is characterized through its dual problem. In this paper, we show that the dual problem can be seen as a new parametric spectral estimation problem. This interpretation implies that the THREE-like solution is optimal in terms of closeness to the correlogram over a certain parametric class of spectral densities, enriching in this way its meaningfulness.

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Mattia Zorzi. 2014-09-13. An Interpretation of the Dual Problem of the THREE-like Approaches. https://arxiv.org/abs/1409.3957

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