Generalized Line Spectral Estimation via Convex Optimization
نویسندگان
چکیده
منابع مشابه
Generalized Line Spectral Estimation via Convex Optimization
Line spectral estimation is the problem of recovering the frequencies and amplitudes of a mixture of a few sinusoids from equispaced samples. However, in a variety of signal processing problems arising in imaging, radar, and localization we do not have access directly to such equispaced samples. Rather we only observe a severely undersampled version of these observations through linear measurem...
متن کامل1. FIR Filter Design via Spectral Factorization and Convex Optimization 1 FIR Filter Design via Spectral Factorization and Convex Optimization
We consider the design of nite impulse response (FIR) lters subject to upper and lower bounds on the frequency response magnitude. The associated optimization problems, with the lter coe cients as the variables and the frequency response bounds as constraints, are in general nonconvex. Using a change of variables and spectral factorization, we can pose such problems as linear or nonlinear conve...
متن کاملGeneralized Spectral Estimation
This paper provides a framework for estimating parameters in a wide class of dynamic rational expectations models. The framework recognizes that dynamic RE models are often meant to match the data only in limited ways. In particular, interest may focus on a subset of frequencies. Thus, this paper designs a frequency domain version of GMM. The estimator has several advantages over traditional GM...
متن کاملSuperfast Line Spectral Estimation
A number of recent works have proposed to solve the line spectral estimation problem by applying off-the-grid extensions of sparse estimation techniques. These methods are preferable over classical line spectral estimation algorithms because they inherently estimate the model order. However, they all have computation times which grow at least cubically in the problem size, thus limiting their p...
متن کاملModel reduction via convex optimization
Roughly speaking, an “optimization problem” is the task of finding an element x = xo of a given set X for which the value Φ(x) of a given function Φ : X 7→ R is minimal. Alternatively, the objective could be to find an element xγ ∈ X such that Φ(xγh) < γ, where γ ∈ R is a given threshold, or to give evidence to non-existence of such xγ does not exist. Among the most familiar optimization proble...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2018
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2017.2757003