Inverse z transform and moment problem

Authors
Citation
A. Tagliani, Inverse z transform and moment problem, PROB ENG I, 14(3), 2000, pp. 393-404
Citations number
8
Categorie Soggetti
Engineering Mathematics
Journal title
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES
ISSN journal
02699648 → ACNP
Volume
14
Issue
3
Year of publication
2000
Pages
393 - 404
Database
ISI
SICI code
0269-9648(2000)14:3<393:IZTAMP>2.0.ZU;2-J
Abstract
Numerical inversion of a one-sided I transform, corresponding to causal pos itive sequence, is considered. The numerical inversion requires the availab ility of a finite number of the transform's derivatives. The approximate an alytical form is obtained by resorting to the maximum entropy principle. En tropy and then L-1-norm convergence are proved.