Multidimensional Rational Covariance Extension with Applications to Spectral Estimation and Image Compression

  title={Multidimensional Rational Covariance Extension with Applications to Spectral Estimation and Image Compression},
  author={Axel Ringh and Johan Karlsson and Anders Lindquist},
  journal={SIAM J. Control. Optim.},
The rational covariance extension problem (RCEP) is an important problem in systems and control occurring in such diverse fields as control, estimation, system identification, and signal and image processing, leading to many fundamental theoretical questions. In fact, this inverse problem is a key component in many identification and signal processing techniques and plays a fundamental role in prediction, analysis, and modeling of systems and signals. It is well known that the RCEP can be… 
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