On the multivariate circulant rational covariance extension problem
2013 (English)In: 2013 IEEE 52nd Annual Conference on Decision and Control (CDC), IEEE conference proceedings, 2013, 7155-7161 p.Conference paper (Refereed)
Partial stochastic realization of periodic processes from finite covariance data leads to the circulant rational covariance extension problem and bilateral ARMA models. In this paper we present a convex optimization-based theory for this problem that extends and modifies previous results by Carli, Ferrante, Pavon and Picci on the AR solution, which have been successfully applied to image processing of textures. We expect that our present results will provide an enhancement of these procedures.
Place, publisher, year, edition, pages
IEEE conference proceedings, 2013. 7155-7161 p.
, IEEE Conference on Decision and Control. Proceedings, ISSN 0743-1546
Convex optimization, Image processing, Stochastic systems, ARMA model, Circulants, Covariance data, Periodic process, Rational covariance extension problem, Stochastic realization, Stochastic models
Electrical Engineering, Electronic Engineering, Information Engineering
IdentifiersURN: urn:nbn:se:kth:diva-150877DOI: 10.1109/CDC.2013.6761024ISI: 000352223508016ScopusID: 2-s2.0-84902310371ISBN: 978-146735717-3OAI: oai:DiVA.org:kth-150877DiVA: diva2:745737
52nd IEEE Conference on Decision and Control, CDC 2013, 10 December 2013 through 13 December 2013, Florence, Italy
QC 201409112014-09-112014-09-112015-12-08Bibliographically approved