The Covariance Extension Equation: A Riccati-Type Approach to Analytic Interpolation (Q6077151)

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scientific article; zbMATH DE number 7741769
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The Covariance Extension Equation: A Riccati-Type Approach to Analytic Interpolation
scientific article; zbMATH DE number 7741769

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    The Covariance Extension Equation: A Riccati-Type Approach to Analytic Interpolation (English)
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    25 September 2023
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    analytic interpolation
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    moment problems
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    model reduction
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    robust control
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    spectral estimation
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    sensitivity shaping
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