On the Covariance Completion Problem Under a Circulant Structure

DOI10.1109/TAC.2011.2105314MaRDI QIDQ5347687zbMATH OpenFDO

Authors Francesca P. Carli, Tryphon T. Georgiou

Publication date 25 August 2017

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

Full work available at URL https://doi.org/10.1109/TAC.2011.2105314

Mathematics Subject Classification ID

Matrix completion problems (15A83) Toeplitz, Cauchy, and related matrices (15B05) Multivariate analysis (62H99)

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Cited in

(3)

• An efficient algorithm for maximum entropy extension of block-circulant covariance matrices
• Multidimensional rational covariance extension with approximate covariance matching
• Periodic vector processes with an internal reciprocal dynamics

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