"From Finite Covariance Windows to Modeling Filters: A Convex Optimization ..."

Christopher I. Byrnes, Sergei V. Gusev, Anders Lindquist (2001)

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DOI: 10.1137/S0036144501392194

access: closed

type: Journal Article

metadata version: 2020-09-29

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Christopher I. Byrnes, Sergei V. Gusev, Anders Lindquist:
From Finite Covariance Windows to Modeling Filters: A Convex Optimization Approach. SIAM Rev. 43(4): 645-675 (2001)

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