Analyzing the impact of regularization on REMSE

• Published in: Automatica (Oxford) Vol. 163; p. 111605
• Main Authors: Zhu, Bin, Zorzi, Mattia
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.05.2024
• Subjects: Central path; Covariance and generalized cepstral extension; Entropy-increasing property; Multidimensional spectral estimation; Regularization; Covariance and generalized cepstral extension; Entropy-increasing property; Multidimensional spectral estimation; Regularization; Central path

The spectral density of a multidimensional stationary process or a homogeneous random field can be inferred through the REgularized Multidimensional Spectral Estimator (REMSE). The latter is characterized by a convex optimization problem subject to moment constraints, in which we search for a spectr...