On the Estimation of the Convergence Rate in the Janashia-Lagvilava Spectral Factorization Algorithm
نویسندگان
چکیده
In the present paper, we estimate the convergence rate in the Janashia-Lagvilava spectral factorization algorithm (see Studia Mathematica, 137, 1999, 93-100) under the restriction on a spectral density matrix that its inverse is integrable.
منابع مشابه
Harmonics Estimation in Power Systems using a Fast Hybrid Algorithm
In this paper a novel hybrid algorithm for harmonics estimation in power systems is proposed. The estimation of the harmonic components is a nonlinear problem due to the nonlinearity of phase of sinusoids in distorted waveforms. Most researchers implemented nonlinear methods to extract the harmonic parameters. However, nonlinear methods for amplitude estimation increase time of convergence. Hen...
متن کاملAn Analytic Proof of the Matrix Spectral Factorization Theorem
An analytic proof is proposed of Wiener’s theorem on factorization of positive definite matrix-functions.
متن کاملDetermination of constant coefficients of Bourgoyne and Young drilling rate model using a novel evolutionary algorithm
Achieving minimum cost and time in reservoir drilling requires evaluating the effects of the drilling parameters on the penetration rate and constructing a drilling rate estimator model. Several drilling rate models have been presented using the drilling parameters. Among these, the Bourgoyne and Young (BY) model is widely utilized in order to estimate the penetration rate. This model relates s...
متن کاملجداسازی طیفی و مکانی تصاویر ابرطیفی با استفاده از Semi-NMF و تبدیل PCA
Unmixing of remote-sensing data using nonnegative matrix factorization has been considered recently. To improve performance, additional constraints are added to the cost function. The main challenge is to introduce constraints that lead to better results for unmixing. Correlation between bands of Hyperspectral images is the problem that is paid less attention to it in the unmixing algorithms. I...
متن کاملAlmost Sure Convergence Rates for the Estimation of a Covariance Operator for Negatively Associated Samples
Let {Xn, n >= 1} be a strictly stationary sequence of negatively associated random variables, with common continuous and bounded distribution function F. In this paper, we consider the estimation of the two-dimensional distribution function of (X1,Xk+1) based on histogram type estimators as well as the estimation of the covariance function of the limit empirical process induced by the se...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2008