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On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros

Nurdin, Hendra; Bagchi, Arunabha

Description

In this note, we study the rational covariance extension problem with degree bound when the chosen pseudopolynomial of degree at most n has zeros on the boundary of the unit circle and derive some new theoretical results for this special case. In particular, a necessary and sufficient condition for a solution to be bounded (i.e., has no poles on the unit circle) is established. Our approach is based on convex optimization, similar in spirit to the recent development of a theory of generalized...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
URI: http://hdl.handle.net/1885/52629
Source: IEEE Transactions on Automatic Control
DOI: 10.1109/TAC.2005.863503

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