Perceptually Smooth Timbral Guides by State-Space Analysis of Phase-Vocoder Parameters
Computer Music Journal
Passive rational interpolation-based reduction via Carathéodory extension for general systems
IEEE Transactions on Circuits and Systems II: Express Briefs
The Nevanlinna-Pick problem on the closed unit disk: Minimal norm rational solutions of low degree
Journal of Computational and Applied Mathematics
A covariance extension approach to identification of time series
Automatica (Journal of IFAC)
Sensitivity shaping with degree constraint by nonlinear least-squares optimization
Automatica (Journal of IFAC)
Hi-index | 0.01 |
In this paper we present a convex optimization problem for solving the rational covariance extension problem. Given a partial covariance sequence and the desired zeros of the modeling filter, the poles are uniquely determined from the unique minimum of the corresponding optimization problem. In this way we obtain an algorithm for solving the covariance extension problem, as well as a constructive proof of Georgiou's seminal existence result and his conjecture, a stronger version of which we have resolved in [Byrnes et al., IEEE Trans. Automat. Control, AC-40 (1995), pp. 1841--1857].