IEEE - Institute of Electrical and Electronics Engineers, Inc. - Alternating direction optimization algorithms for covariance completion problems

2015 American Control Conference (ACC)

Author(s): Armin Zare ; Mihailo R. Jovanovic ; Tryphon T. Georgiou
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 July 2015
Conference Location: Chicago, IL, USA
Conference Date: 1 July 2015
Page(s): 515 - 520
ISBN (CD): 978-1-4799-8685-9
ISBN (Electronic): 978-1-4799-8684-2
DOI: 10.1109/ACC.2015.7170787
Regular:

Second-order statistics of nonlinear dynamical systems can be obtained from experiments or numerical simulations. These statistics are relevant in understanding the fundamental physics, e.g., of... View More

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