Convex optimization problems involving finite autocorrelation sequences

We discuss convex optimization problems in which some of the variables are constrained to be finite autocorrelation sequences. Problems of this form arise in signal processing and communications, and we describe applications in filter design and system identification. Autocorrelation constraints in...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Mathematical programming Jg. 93; H. 3; S. 331 - 359
Hauptverfasser:	Alkire, Brien, Vandenberghe, Lieven
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Heidelberg Springer 01.12.2002 Springer Nature B.V
Schlagworte:	Algorithms Applied sciences Convex analysis Digital Object Identifier Exact sciences and technology Fourier transforms Mathematical programming Methods Operational research and scientific management Operational research. Management science Optimization Semidefinite programming Signal processing System theory Variables Autocorrelation function Filter Kalman filter Linear matrix inequality Interior point method Signal processing Semi definite programming System identification Sampling Convex programming Constrained optimization Mathematical programming
ISSN:	0025-5610, 1436-4646
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!