关于\emph{à la} Byrnes-Georgiou-Lindquist谱估计问题解的存在性
On the existence of a solution to a spectral estimation problem \emph{à la} Byrnes-Georgiou-Lindquist
摘要:
在\cite{FPZ-10}中提出了一个Byrnes,Georgiou和Lindquist风格的参数谱估计问题,但仅在特殊情况下证明了解的存在性.基于他们的结果,我们证明了一个解决方案确实存在给定的任意矩阵值先验密度。我们证明的主要工具是拓扑度理论。
英文摘要:
A parametric spectral estimation problem in the style of Byrnes, Georgiou, and Lindquist was posed in \cite{FPZ-10}, but the existence of a solution was only proved in a special case. Based on their results, we show that a solution indeed exists given an arbitrary matrix-valued prior density. The main tool in our proof is the topological degree theory.
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