Further results on multidimensional rational covariance extension with application to texture generation
Axel Ringh, Johan Karlsson, Anders Lindquist · 2017
The rational covariance extension problem is a moment problem with several important applications in systems and control as, for example, in identification, estimation, and signal analysis. Here we consider the multidimensional counterpart and present new results for the well-posedness of the problem. We apply the theory to texture generation by modeling the texture as the output of a Wiener system. The static nonlinearity in the Wiener system is assumed to be a thresholding function and we identify both the linear dynamical system and the thresholding parameter.