C.I.Byrnes,
S. V. Gusev, and
A. Lindquist (2001) "From finite
covariance windows to modeling filters: a convex optimization
approach." SIAM Review, Vol. 43, N 4, pp. 645-675.
C.I.Byrnes, S. V. Gusev, and
A. Lindquist (1998) "A Convex Optimization Approach to the
Rational Covariance Extension Problem," SIAM J. Control Optim., Vol. 37, No. 1,
pp. 211-229.
C.I.Byrnes,
A.Lindquist , S.V.Gusev, and A.S.Matveev (1995)
A Complete Parametrization of All Positive Rational Extensions
of a Covariance Sequence, IEEE Tr. on Automatic Control,
vol. 40, no. 11, pp. 1841-1857.