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arXiv:1409.3957 [math.OC]AbstractReferencesReviewsResources

An Interpretation of the Dual Problem of the THREE-like Approaches

Mattia Zorzi

Published 2014-09-13Version 1

Spectral estimation can be preformed using a THREE-like approach. Such method leads to a convex optimization problem whose solution is computed through its dual problem. In this paper, we show that the dual problem can be seen as a different spectral estimation problem. This interpretation implies that the THREE-like solution is optimal in terms of closeness to the correlogram over a certain parametric family of spectral densities, enriching in this way its meaningfulness.

Categories: math.OC
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