A Convex Optimization Approach to ARMA Modeling.

Tryphon T. Georgiou Anders Lindquist

Published in: IEEE Trans. Autom. Control. (2008)

Keyphrases

convex optimization
interior point methods
low rank
total variation
primal dual
convex programming
convex optimization problems
convex relaxation
augmented lagrangian
norm minimization
low rank matrix
high quality
convex constraints
operator splitting