On the estimation of structured covariance matrices

DOI10.1016/j.automatica.2012.05.057zbMath1257.93096OpenAlexW1998895316MaRDI QIDQ1937493

Mattia Zorzi, Augusto Ferrante

Publication date: 1 March 2013

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2012.05.057

zbMATH Keywords

Toeplitz matricescovariance matrix estimationpositive semi-definite matrixcovariance lags sequence

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)

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