An ADMM algorithm for matrix completion of partially known state covariances.

Fu Lin Mihailo R. Jovanovic Tryphon T. Georgiou

Published in: CDC (2013)

Keyphrases

matrix completion
cost function
k means
expectation maximization
learning algorithm
dynamic programming
simulated annealing
theoretical guarantees
data sets
objective function
probabilistic model
worst case
markov random field
total variation