On the Covariance Completion Problem Under a Circulant Structure

DOI10.1109/TAC.2011.2105314zbMath1368.15024MaRDI QIDQ5347687

Tryphon T. Georgiou, Francesca P. Carli

Publication date: 25 August 2017

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

Mathematics Subject Classification ID

Multivariate analysis (62H99) Toeplitz, Cauchy, and related matrices (15B05) Matrix completion problems (15A83)

Related Items (3)

Periodic vector processes with an internal reciprocal dynamics ⋮ An efficient algorithm for maximum entropy extension of block-circulant covariance matrices ⋮ Multidimensional Rational Covariance Extension with Approximate Covariance Matching

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