On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators

Details On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators

2009-11-02

arxiv.org/abs/0911.0440v1

Mathematics

Optimization and Control

Scientific paper

In this paper, we establish the well-posedness of the generalized moment
problems recently studied by Byrnes-Georgiou-Lindquist and coworkers, and by
Ferrante-Pavon-Ramponi. We then apply these continuity results to prove almost
sure convergence of a sequence of high-resolution spectral estimators indexed
by the sample size.

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