Approximative covariance interpolation with a quadratic penalty

Per Enqvist, Enrico Avventi. Approximative covariance interpolation with a quadratic penalty. In 46th IEEE Conference on Decision and Control, CDC 2007, New Orleans, LA, USA, December 12-14, 2007. pages 4275-4280, IEEE, 2007. [doi]

@inproceedings{EnqvistA07,
  title = {Approximative covariance interpolation with a quadratic penalty},
  author = {Per Enqvist and Enrico Avventi},
  year = {2007},
  doi = {10.1109/CDC.2007.4434741},
  url = {http://dx.doi.org/10.1109/CDC.2007.4434741},
  researchr = {https://researchr.org/publication/EnqvistA07},
  cites = {0},
  citedby = {0},
  pages = {4275-4280},
  booktitle = {46th IEEE Conference on Decision and Control, CDC 2007, New Orleans, LA, USA, December 12-14, 2007},
  publisher = {IEEE},
}