Low-Complexity Modeling of Partially Available Second-Order Statistics: Theory and an Efficient Matrix Completion Algorithm

DOI10.1109/TAC.2016.2595761zbMath1366.62112arXiv1412.3399MaRDI QIDQ5282381

Armin Zare, Mihailo R. Jovanović, Tryphon T. Georgiou, Yongxin Chen

Publication date: 27 July 2017

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

Full work available at URL: https://arxiv.org/abs/1412.3399

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Control/observation systems with incomplete information (93C41) Large-scale systems (93A15) Matrix completion problems (15A83)

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