scientific article; zbMATH DE number 2048374

MaRDI QIDQ4451697zbMATH OpenFDO

Authors Tryphon T. Georgiou

Publication date 1 March 2004

zbMATH Keywords

convex optimizationsemi-definite programmingapproximation problemstate covariances

Mathematics Subject Classification ID

Convex programming (90C25) Filtering in stochastic control theory (93E11) Semidefinite programming (90C22) Estimation and detection in stochastic control theory (93E10)

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Cited in

(1)

• On the Covariance Completion Problem Under a Circulant Structure

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