MULTIDIMENSIONAL RATIONAL COVARIANCE EXTENSION WITH APPROXIMATE COVARIANCE MATCHING

Ringh, A; Karlsson, J; Lindquist, A

Ringh, A (reprint author), KTH Royal Inst Technol, Dept Math, Div Optimizat & Syst Theory, S-10044 Stockholm, Sweden.

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018; 56 (2): 913

Abstract

In our companion paper [A. Ringh, J. Karlsson, and A. Lindquist, SIAM T. Control Opton., 54 (2016), pp. 1950-1982] we discussed the multidimensional r......

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