On the realization of band-limited power spectra from partial covariance sequence
- 1 July 1993
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 39 (4) , 1395-1397
- https://doi.org/10.1109/18.243454
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 propertiesKeywords
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