On the least-squares approximation of structured covariances

Keyphrases

• State Covariances 100%
• Least Squares Approximation 100%
• Sample Covariance 100%
• Structured Covariance 100%
• Linear Systems 50%
• Positive Definite Matrix 50%
• Linear Constraints 50%
• Large number of Variables 50%
• Dual Problem 50%
• Approximation Problem 50%
• Matrical 50%
• Lyapunov 50%
• Quasi-Newton 50%
• Modified Newton Method 50%
• Equivalent Sets 50%

Mathematics

• Least Squares Approximation 100%
• Covariance 100%
• Approximates 16%
• Linear System 16%
• Linear Constraint 16%
• Approximation Problem 16%
• Positive Semidefinite Matrix 16%
• Newton's Method 16%
• Dual Problem 16%