An interpretation of the dual problem of the THREE-like approaches
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Publication:901098
DOI10.1016/J.AUTOMATICA.2015.09.023zbMath1329.93132arXiv1409.3957OpenAlexW1456532987MaRDI QIDQ901098
Publication date: 23 December 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.3957
Eigenvalue problems (93B60) Stochastic systems in control theory (general) (93E03) Duality theory (optimization) (49N15)
Related Items (8)
\(M^2\)-spectral estimation: a relative entropy approach ⋮ On the robustness of the Bayes and Wiener estimators under model uncertainty ⋮ A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem ⋮ Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle ⋮ Empirical Bayesian learning in AR graphical models ⋮ The harmonic analysis of kernel functions ⋮ Graphical model selection for a particular class of continuous-time processes ⋮ M$^2$ Spectral Estimation: A Flexible Approach Ensuring Rational Solutions
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