Estimation of symmetric positive-definite matrices from imperfect measurements

DOI10.1109/TAC.2002.803545zbMATH Open1364.93762MaRDI QIDQ5267056FDOQ5267056

Authors: Yixin Chen, John E. McInroy 

Publication date: 20 June 2017

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

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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