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On the existence of a solution to a spectral estimation problem \emph{\`a la} Byrnes-Georgiou-Lindquist

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Publication date
31 January 2018
Publisher
'Institute of Electrical and Electronics Engineers (IEEE)'
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    Abstract

    A parametric spectral estimation problem in the style of Byrnes, Georgiou, and Lindquist was posed in \cite{FPZ-10}, but the existence of a solution was only proved in a special case. Based on their results, we show that a solution indeed exists given an arbitrary matrix-valued prior density. The main tool in our proof is the topological degree theory.Comment: 6 pages of two-column draft, accepted for publication in IEEE-TA

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