Title :
On the realization of band-limited power spectra from partial covariance sequence
Author :
Chonavel, Thierry ; Loubaton, P.
Author_Institution :
Dept. Signal, Ecole Nat. Superieure des Telecommun., Paris
fDate :
7/1/1993 12:00:00 AM
Abstract :
The set M(Ω) of all (discrete-time) power spectra supported on a known interval [-Ω, Ω], (with Ω<π) and whose first N+1 correlation coefficients coincide with a given sequence (γn)n=0,N is characterized. By using the results related to the trigonometric moment problem, it is shown that the positive real functions associated with the elements of M (Ω) are given by a linear fractional map of Schur functions satisfying certain properties
Keywords :
correlation theory; information theory; parameter estimation; spectral analysis; Schur functions; band-limited power spectra; correlation coefficients; linear fractional map; partial covariance sequence; positive real functions; trigonometric moment problem; Bandwidth; Covariance matrix; Extrapolation; Frequency estimation; Frequency measurement; H infinity control; Polynomials; Sampling methods; Sensor arrays; Wideband;
Journal_Title :
Information Theory, IEEE Transactions on
