Items for "Toeplitz matrix"

Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem

The nearest positive semidefinite symmetric Toeplitz matrix to an arbitrary data covariance matrix is useful in many areas of engineering, including stochastic filtering and digital signal processing applications...

Keywords: primal-dual interior-point method, projection method, semidefinite programming, Toeplitz matrix