Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem (Q5477513)
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scientific article; zbMATH DE number 5038591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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