Learning low-complexity autoregressive models via proximal alternating minimization (Q1729071)

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Learning low-complexity autoregressive models via proximal alternating minimization
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    Learning low-complexity autoregressive models via proximal alternating minimization (English)
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    27 February 2019
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    autoregressive models
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    Lyapunov penalty
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    nonconvex nonsmooth problem
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    steady-state data
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    proximal alternating linearized minimization
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    time sequence data
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