40 citations · 67 across the 12 of their papers we have counts for
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math.OC2011★ 11 cited
Geometric methods for estimation of structured covariances
Lipeng Ning, Xianhua Jiang, Tryphon Georgiou
We consider problems of estimation of structured covariance matrices, and in particular of matrices with a Toeplitz structure. We follow a geometric viewpoint that is based on some…
math.OC2011★ 40 cited
Distances and Riemannian metrics for multivariate spectral densities
Xianhua Jiang, Lipeng Ning, Tryphon T. Georgiou
We first introduce a class of divergence measures between power spectral density matrices. These are derived by comparing the suitability of different models in the context of opti…