From Finite Covariance Windows to Modeling Filters: A Convex Optimization Approach.
Christopher I. ByrnesSergei V. GusevAnders LindquistPublished in: SIAM Rev. (2001)
Keyphrases
- convex optimization
- low rank
- interior point methods
- total variation
- convex optimization problems
- primal dual
- convex relaxation
- augmented lagrangian
- operator splitting
- convex constraints
- basis pursuit
- optimization problems
- norm minimization
- semi definite programming
- level set
- semidefinite program
- alternating direction method of multipliers