Least-Squares Approximation of Structured Covariances

DOI10.1109/TAC.2009.2017976zbMath1367.93730MaRDI QIDQ4974665

Mihailo R. Jovanović, Fu Lin

Publication date: 8 August 2017

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

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Least squares and related methods for stochastic control systems (93E24)

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