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arXiv · 1709.09012

On the existence of a solution to a spectral estimation problem \emph{\`a la} Byrnes-Georgiou-Lindquist

Bin Zhu·Giacomo Baggio
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Abstract

A parametric spectral estimation problem in the style of Byrnes, Georgiou, and Lindquist was posed in \cite{FPZ-10}, but the existence of a solution was only proved in a special case. Based on their results, we show that a solution indeed exists given an arbitrary matrix-valued prior density. The main tool in our proof is the topological degree theory.

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Bin Zhu, Giacomo Baggio. 2017-09-26. On the existence of a solution to a spectral estimation problem \emph{\`a la} Byrnes-Georgiou-Lindquist. https://doi.org/10.1109/tac.2018.2836984

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