TY - GEN
T1 - Reconstruction of support of a measure from its moments
AU - Jasour, A. M.
AU - Lagoa, C.
N1 - Publisher Copyright:
© 2014 IEEE.
PY - 2014
Y1 - 2014
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84988260224&partnerID=8YFLogxK
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U2 - 10.1109/CDC.2014.7039677
DO - 10.1109/CDC.2014.7039677
M3 - Conference contribution
AN - SCOPUS:84988260224
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 1911
EP - 1916
BT - 53rd IEEE Conference on Decision and Control,CDC 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014
Y2 - 15 December 2014 through 17 December 2014
ER -