We propose a general scenario to estimate the spectral density of an homogeneous random field from its moments. More precisely, we consider a multidimensional rational covariance and cepstral extension problem. The latter is usually solved by searching the spectral density maximizing the entropy rate while matching the moments. The generality of our mathematical formulation can be seen from the employed entropic index as well as the definition of cepstral coefficients. We characterize the solution in the circulant case. Finally, we apply our theory to a 2-d system identification problem.
A generalized multidimensional circulant rational covariance and cepstral extension problem
Zorzi M.
2021
Abstract
We propose a general scenario to estimate the spectral density of an homogeneous random field from its moments. More precisely, we consider a multidimensional rational covariance and cepstral extension problem. The latter is usually solved by searching the spectral density maximizing the entropy rate while matching the moments. The generality of our mathematical formulation can be seen from the employed entropic index as well as the definition of cepstral coefficients. We characterize the solution in the circulant case. Finally, we apply our theory to a 2-d system identification problem.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
1-s2.0-S2405896321011927-main.pdf
accesso aperto
Tipologia:
Published (publisher's version)
Licenza:
Creative commons
Dimensione
562.01 kB
Formato
Adobe PDF
|
562.01 kB | Adobe PDF | Visualizza/Apri |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.