INVERSE z TRANSFORM AND MOMENT PROBLEM

  • Authors:
  • Aldo Tagliani

  • Affiliations:
  • Faculty of Economics, Trento University, 38100 Trento, Italy

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 2000

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Abstract

Numerical inversion of a one-sided z transform, corresponding to causal positive sequence, is considered. The numerical inversion requires the availability of a finite number of the transform's derivatives. The approximate analytical form is obtained by resorting to the maximum entropy principle. Entropy and then L1-norm convergence are proved.