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

H.I. Nurdin; Arunabha Bagchi

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 language	Undefined
Place of Publication	Enschede
Publisher	University of Twente, Department of Applied Mathematics
Publication status	Published - 2004

Publication series

Name
Publisher	Department 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

Access to Document

1731
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1731
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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.

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N2 - 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.

AB - 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.

KW - MSC-41A05

KW - MSC-41A20

KW - IR-65915

KW - MSC-41A50

KW - EWI-3551

KW - MSC-41A29

M3 - Report

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

PB - University of Twente, Department of Applied Mathematics

CY - Enschede

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