Estimation of the disturbance structure from data using semidefinite programming and optimal weighting (Q1000801): Difference between revisions

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+IV.—On Least Squares and Linear Combination of Observations
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+Identification of optimum filter steady-state gain for systems with unknown noise covariances
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+An efficient algorithm for estimating noise covariances in distributed systems
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+On second-order and fourth-order moments of jointly distributed random matrices: A survey
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+On the symmetric solutions of linear matrix equations
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+Comments on "Identification of optimum filter steady-state gain for systems with unknown noise covariances"
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+A new autocovariance least-squares method for estimating noise covariances
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+Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
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+Constrained linear state estimation -- a moving horizon approach
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+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
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+Semidefinite Programming
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+SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
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+Handbook of semidefinite programming. Theory, algorithms, and applications
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+Publication:1000801