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...

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Bibliographic Details
Published in:	Mathematical programming Vol. 93; no. 3; pp. 331 - 359
Main Authors:	Alkire, Brien, Vandenberghe, Lieven
Format:	Journal Article
Language:	English
Published:	Heidelberg Springer 01.12.2002 Springer Nature B.V
Subjects:	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 Access:	Get full text
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