The Covariance Extension Equation: A Riccati-type Approach to Analytic Interpolation

IEEE Transactions on Automatic Control ◽

10.1109/tac.2021.3122367 ◽

2021 ◽

pp. 1-1

Author(s):

Yufang Cui ◽

Anders Lindquist

Keyword(s):

Analytic Interpolation ◽

Covariance Extension

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A modified Riccati approach to analytic interpolation with applications to system identification and robust control

2019 Chinese Control And Decision Conference (CCDC) ◽

10.1109/ccdc.2019.8833365 ◽

2019 ◽

Author(s):

Yufang Cui ◽

Anders Lindquist

Keyword(s):

Robust Control ◽

System Identification ◽

Analytic Interpolation

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Analytic Interpolation With a Degree Constraint for Matrix-Valued Functions

IEEE Transactions on Automatic Control ◽

10.1109/tac.2010.2042004 ◽

2010 ◽

Vol 55 (5) ◽

pp. 1075-1088 ◽

Author(s):

Mir Shahrouz Takyar ◽

Tryphon T. Georgiou

Keyword(s):

Degree Constraint ◽

Analytic Interpolation

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On the Well-Posedness of the Rational Covariance Extension Problem

Current and Future Directions in Applied Mathematics ◽

10.1007/978-1-4612-2012-1_13 ◽

1997 ◽

pp. 83-108 ◽

Author(s):

Christopher I. Byrnes ◽

Henry J. Landau ◽

Anders Lindquist

Keyword(s):

Extension Problem ◽

Well Posedness ◽

Covariance Extension

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On Reproducing Kernels and the Continuous Covariance Extension Problem

Analysis and Partial Differential Equations ◽

10.1201/9781482276923-36 ◽

1989 ◽

pp. 465-520

Keyword(s):

Reproducing Kernels ◽

Extension Problem ◽

Covariance Extension

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Analytic interpolation problems and lattice filter design

Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers ◽

10.1109/acssc.1994.471478 ◽

2002 ◽

Author(s):

T. Boros ◽

J. Kamali ◽

T. Kailath

Keyword(s):

Filter Design ◽

Lattice Filter ◽

Interpolation Problems ◽

Analytic Interpolation

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A covariance extension approach to identification of time series

10.1016/s0005-1098(99)00172-7 ◽

2000 ◽

Vol 36 (3) ◽

pp. 379-398 ◽

Author(s):

Jorge Mari ◽

Anders Dahlén ◽

Anders Lindquist

Keyword(s):

Time Series ◽

Covariance Extension

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Constraints on physical amplitudes derived from a modified analytic interpolation problem

Journal of Physics A General Physics ◽

10.1088/0305-4470/14/6/007 ◽

1981 ◽

Vol 14 (6) ◽

pp. 1271-1279 ◽

Author(s):

I Caprini

Keyword(s):

Interpolation Problem ◽

Analytic Interpolation

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On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros

2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) ◽

10.1109/cdc.2004.1429664 ◽

2004 ◽

Author(s):

H.I. Nurdin ◽

A. Bagchi

Keyword(s):

Extension Problem ◽

Covariance Extension

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Multidimensional Rational Covariance Extension with Applications to Spectral Estimation and Image Compression

SIAM Journal on Control and Optimization ◽

10.1137/15m1043236 ◽

2016 ◽

Vol 54 (4) ◽

pp. 1950-1982 ◽

Author(s):

Axel Ringh ◽

Johan Karlsson ◽

Anders Lindquist

Keyword(s):

Image Compression ◽

Spectral Estimation ◽

Covariance Extension

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Spectral factorizaton using analytic interpolation theory

10.1109/cdc.1986.267122 ◽

1986 ◽

Author(s):

T. Georgiou ◽

P. Khargonekar

Keyword(s):

Interpolation Theory ◽

Analytic Interpolation

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