An approach to rational approximation of power spectral densities on the unit circle

H.I. Nurdin, Arunabha Bagchi

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    Abstract

    In this article, we propose a new approach to determining the best rational approximation of a given irrational power spectral density defined on the unit circle such that the approximant has McMillan degree less than or equal to some positive integer $n$. The main result is that we prove the existence of an optimal solution and that this solution can be found by standard methods of optimization.
    Original languageUndefined
    Place of PublicationEnschede
    PublisherUniversity of Twente, Department of Applied Mathematics
    Publication statusPublished - 2004

    Publication series

    Name
    PublisherDepartment of Applied Mathematics, University of Twente
    No.1731
    ISSN (Print)0169-2690

    Keywords

    • MSC-41A05
    • MSC-41A20
    • IR-65915
    • MSC-41A50
    • EWI-3551
    • MSC-41A29

    Cite this

    Nurdin, H. I., & Bagchi, A. (2004). An approach to rational approximation of power spectral densities on the unit circle. Enschede: University of Twente, Department of Applied Mathematics.