Bounding the State Covariance Matrix for Switched Linear Systems with Noise.
Corbin KlettMatthew AbateYongeun YoonSamuel CooganEric FeronPublished in: ACC (2020)
Keyphrases
- covariance matrix
- linear systems
- covariance matrices
- sufficient conditions
- principal component analysis
- estimation error
- sample size
- gaussian mixture
- geometrical interpretation
- state space
- upper bound
- missing data
- dynamical systems
- objective function
- correlation matrix
- closed loop
- particle swarm optimization
- coefficient matrix
- eigenvalues and eigenvectors
- neural network
- sparse linear systems