Brien Alkire

Convex optimization problems involving finite autocorrelation sequences

  • Brien Alkire
  • Lieven Vandenberghe
    • Categories Applications - Science and Engineering, Convex Optimization, Semi-definite Programming Tags , , , ,

    We discuss convex optimization problems where some of the variables are constrained to be finite autocorrelation sequences. Problems of this form arise in signal processing and communications, and we describe applications in filter design and system identification. Autocorrelation constraints in optimization problems are often approximated by sampling the corresponding power spectral density, which results in … Read more

    Handling Nonnegative Constraints in Spectral Estimation

  • Brien Alkire
  • Lieven Vandenberghe
    • Categories Applications - Science and Engineering, Convex Optimization Tags , , ,

    We consider convex optimization problems with the constraint that the variables form a finite autocorrelation sequence, or equivalently, that the corresponding power spectral density is nonnegative. This constraint is often approximated by sampling the power spectral density, which results in a set of linear inequalities. It can also be cast as a linear matrix inequality … Read more