Axel Ringh (KTH), The multidimensional rational covariance extension problems, July 3, 2018, 14h, salle Coriolis – Galois

The rational covariance extension problem is a trigonometric moment problem with several
important applications in systems and control, for example in spectral estimation and system
identification. The problem, which was originally posed by R.E. Kalman, has been extensively
studied in the literature and can be solved using convex optimization.
The problem has the epithet “rational” because the sought solution of the moment problem is a
rational function. The reason for this desire is due to the fundamental role that rational functions
play in systems and control, for example guaranteeing realizability in terms of a finite-dimensional
linear dynamical system. In this talk I will introduce and motivate the interest in the rational
covariance extension problem, and then focus on resent work on the multidimensional counterpart.
Here, we leverage the convex optimization formulation and generalize this optimization problem to
a multidimensional setting. Finally, I will give an example of how this multidimensional theory can
be used for binary texture generation, by modeling the texture as the output of a Wiener system.

Slides of the presentation

About Juliette LEBLOND

Little biblio

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