Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/26984
Title: Convergence rate of Newton's method for L 2 spectral estimation
Authors: Yin, H
Ling, C
Qi, L 
Issue Date: 2006
Source: Mathematical programming, 2006, v. 107, no. 3, p. 539-546 How to cite?
Journal: Mathematical Programming 
Abstract: In the paper, we prove the Hölder continuous property of the Jacobian of the function generated from the dual of the power spectrum estimation problem. It follows that the convergence of the Newton method for the problem is at least of order [InlineMediaObject not available: see fulltext.] where m is the order of the trigonometric bases. This result theoretically confirms the numerical observation by Potter (1990) and Cole and Goodrich (1993).
URI: http://hdl.handle.net/10397/26984
ISSN: 0025-5610
DOI: 10.1007/s10107-005-0695-z
Appears in Collections:Journal/Magazine Article

Access
View full-text via PolyU eLinks SFX Query
Show full item record

SCOPUSTM   
Citations

4
Last Week
0
Last month
0
Citations as of May 26, 2017

WEB OF SCIENCETM
Citations

4
Last Week
0
Last month
0
Citations as of May 28, 2017

Page view(s)

20
Last Week
0
Last month
Checked on May 28, 2017

Google ScholarTM

Check

Altmetric



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.