Optimal nonnegative definite approximations of estimated moving average covariance sequences
type: Item
instance of: scholarly article
title: Optimal nonnegative definite approximations of estimated moving average covariance sequences
zbMATH Open document ID: 0736.62077
DOI: 10.1109/78.134433
author: Randolph L. Moses
author: Duixian Liu
published in: IEEE Transactions on Signal Processing
publication date: 1992-06-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65K10
zbMATH DE Number: 28484
zbMATH Keywords: optimal nonnegative definite approximations
zbMATH Keywords: estimated moving average covariance sequences
zbMATH Keywords: weighted Euclidean distance of covariances
zbMATH Keywords: linear minimization problems
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1109/78.134433
OpenAlex ID: W2151686256
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description: scientific article; zbMATH DE number 28484