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Low-Complexity Modeling of Partially Available Second-Order Statistics: Theory and an Efficient Matrix Completion Algorithm

Armin Zare, Yongxin Chen, Mihailo R. Jovanovic, Tryphon T. Georgiou. Low-Complexity Modeling of Partially Available Second-Order Statistics: Theory and an Efficient Matrix Completion Algorithm. IEEE Trans. Automat. Contr., 62(3):1368-1383, 2017. [doi]

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