A convex approach to Frisch-Kalman problem

[PDF] researchgate.net

System Monotonicity and Subspace Tracking: A Geometric Perspective of the Frisch–Shapiro Scheme

D Zhao, SZ Khong, L Qiu - IEEE Transactions on Automatic …, 2021 - ieeexplore.ieee.org
The Shapiro scheme, together with the closely related Frisch–Kalman scheme, has been an
important approach to system identification and statistical analysis. A longstanding result on …
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