- Title
- On constrained covariance extension problems
- Creator
- Mahata, Kaushik; Fu, Minyue
- Relation
- CDC-ECC '05: 44th IEEE Conference on Decision and Control, 2005 and European Control Conference 2005. . Proceedings of the 44th IEEE Conference on Decision and Control 2005 and European Control Conference 2005 (Seville, Spain 12-15 December, 2005 ) p. 4299-4304
- Relation
- http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1582325
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- conference paper
- Date
- 2005
- Description
- This paper aims at generalizing the well-known covariance extension problem by considering additional constraints. We first consider degree constraints, i.e., we require the interpolation function to have a given degree. Several results are offered for testing the feasibility via linear matrix inequalities. We then study the spectral zero assignment problem where the the interpolation function is constrained to have the zeros of the spectral factorization of the interpolation function at given locations. A fast iterative algorithm is provided for this problem. Numerical studies support that this algorithm works extremely well, although we are yet to offer a theoretical proof for the convergence of the algorithm.
- Subject
- degree constraints; linear matrix inequalities; constrained covariance
- Identifier
- http://hdl.handle.net/1959.13/30027
- Identifier
- uon:2652
- Identifier
- ISBN:0780395670
- Rights
- Copyright © 2005 IEEE. Reprinted from Proceedings of the 44th IEEE Conference on Decision and Control 2005 and European Control Conference 2005, 4299-4304. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of the University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
- Language
- eng
- Full Text
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