Reconstruction of support of a measure from its moments

A. M. Jasour, C. Lagoa

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations


In this paper, we address the problem of reconstruction of support of a positive finite Borel measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure using level sets of polynomials. To solve this problem, a sequence of convex relaxations is provided, whose optimal solution is shown to converge to the support of measure of interest. Moreover, the provided approach is modified to improve the results for uniform measures. Numerical examples are presented to illustrate the performance of the proposed approach.

Original languageEnglish (US)
Title of host publication53rd IEEE Conference on Decision and Control,CDC 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Electronic)9781479977468
StatePublished - 2014
Event2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States
Duration: Dec 15 2014Dec 17 2014

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370


Other2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014
Country/TerritoryUnited States
CityLos Angeles

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization


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