Fu Lin, Mihailo R. Jovanovic, Tryphon T. Georgiou. An ADMM algorithm for matrix completion of partially known state covariances. In Proceedings of the 52nd IEEE Conference on Decision and Control, CDC 2013, December 10-13, 2013, Firenze, Italy. pages 1684-1689, IEEE, 2013. [doi]
Abstract is missing.