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INVERSE z TRANSFORM AND MOMENT PROBLEM

Published online by Cambridge University Press:  01 July 2000

Aldo Tagliani
Aldo Tagliani
Affiliation:
Faculty of Economics, Trento University, 38100 Trento, Italy
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Abstract

Numerical inversion of a one-sided z transform, corresponding to causal positive sequence, is considered. The numerical inversion requires the availability of a finite number of the transform's derivatives. The approximate analytical form is obtained by resorting to the maximum entropy principle. Entropy and then L1-norm convergence are proved.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 14 , Issue 3 , July 2000 , pp. 393 - 404
Copyright
© 2000 Cambridge University Press

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