Estimation of symmetric positive-definite matrices from imperfect measurements

DOI10.1109/TAC.2002.803545MaRDI QIDQ5267056zbMATH OpenFDO

Authors Yixin Chen, John E. McInroy

Publication date 20 June 2017

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

Full work available at URL https://doi.org/10.1109/TAC.2002.803545

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Estimation and detection in stochastic control theory (93E10)

Cited in

(4)

• Recursive estimation for ordered eigenvectors of symmetric matrix with observation noise
• Nonlinear damped oscillators on Riemannian manifolds: fundamentals
• Positive definite constrained least-squares estimation of matrices
• Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds

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