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

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Nurdin, H.I. and Bagchi, A. (2004) An approach to rational approximation of power spectral densities on the unit circle. [Report]

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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.
Item Type:Report
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/65915
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