Title :
Enforcing positiveness on estimated spectral densities
Author :
Stoica, Atanasia ; Moses, Randolph ; Stoica, Petre
Author_Institution :
Bus. Studies Dept., Uppsala Univ., Sweden
Abstract :
Estimated spectral densities may often take on negative values in some frequency bands, and hence need be corrected to become positive for all frequencies. The Letter describes a natural approach to enforcing the positiveness condition on an estimated spectral density, which is shown to lead to a semi-infinite optimisation problem. In the numerical example reported, the latter problem is solved by using the Matlab Optimization Toolbox.
Keywords :
optimisation; signal processing; spectral analysis; Matlab Optimization Toolbox; discrete time stationary signal; estimated spectral densities; numerical example; positiveness condition enforcement; semi-infinite optimisation problem;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19931340