화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.64, No.2, 820-825, 2019
On the Existence of a Solution to a Spectral Estimation Problem a la Byrnes-Georgiou-Lindquist
A parametric spectral estimation problem in the style of Byrnes, Georgiou, and Lindquist was posed in [1], but the existence of a solution was only proved in a special case. Based on their results, we show that a solution indeed exists given an arbitrary matrix-valued prior density. The main tool in our proof is the topological degree theory.