On the realization of band-limited power spectra from partialcovariance sequence |
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| Authors: | Chonavel T. Loubaton P. |
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| Affiliation: | Dept. Signal, Ecole Nat. Superieure des Telecommun., Paris; |
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| Abstract: | The set M(Ω) of all (discrete-time) power spectra supported on a known interval [-Ω, Ω], (with Ω<π) and whose first N+1 correlation coefficients coincide with a given sequence (γn)n=0,N is characterized. By using the results related to the trigonometric moment problem, it is shown that the positive real functions associated with the elements of M (Ω) are given by a linear fractional map of Schur functions satisfying certain properties |
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