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Low-complexity modeling of partially available second-order statistics: theory and an efficient matrix completion algorithm. (English) Zbl 1366.62112

Editorial remark: No review copy delivered.

MSC:

62H12 Estimation in multivariate analysis
62F30 Parametric inference under constraints
93A15 Large-scale systems
93C41 Control/observation systems with incomplete information
15A83 Matrix completion problems
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