Regularized Transport Between Singular Covariance Matrices

DOI10.1109/TAC.2020.3017714zbMath1467.93288arXiv2006.10000OpenAlexW3054613283MaRDI QIDQ5002150

Valentina Ciccone, Tryphon T. Georgiou, Yongxin Chen, Michele Pavon

Publication date: 26 July 2021

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.10000

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

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