A Globally Convergent Matricial Algorithm for Multivariate Spectral Estimation

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Author

Date

2009

Type

Journal Article

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

IEEE Transactions on Automatic Control

Volume

54(10)

Pages / Article No.

2376 - 2388

Publisher

IEEE

Subject

Convex optimization; Global convergence; Hellinger distance; Matricial Newton algorithm; Multivariable spectrum approximation; Spectral estimation

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ETH Bibliography

yes

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Research Collection