Positive definite constrained least-squares estimation of matrices
作者： H. Hu
DOI: 10.1016/0024-3795(94)00024-8
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摘要: Abstract This paper presents a method for positive definite constrained least-squares estimation of matrices. The approach is to transform the problem into an equivalent convex quadratic program with infinitely many linear constraints and solve latter by generating solving sequence ordinary programs.
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