Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem (Q5477513): Difference between revisions

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scientific article; zbMATH DE number 5038591
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Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem
scientific article; zbMATH DE number 5038591

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    Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem (English)
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    3 July 2006
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    primal-dual interior-point method
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    projection method
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    semidefinite programming
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    Toeplitz matrix
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    covariance matrix
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    stochastic filtering
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    digital signal processing
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    Numerical results
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