{"id":"https://openalex.org/W2045540453","doi":"https://doi.org/10.1109/cdc.2007.4434741","title":"Approximative covariance interpolation with a quadratic penalty","display_name":"Approximative covariance interpolation with a quadratic penalty","publication_year":2007,"publication_date":"2007-01-01","ids":{"openalex":"https://openalex.org/W2045540453","doi":"https://doi.org/10.1109/cdc.2007.4434741","mag":"2045540453"},"language":"en","primary_location":{"id":"doi:10.1109/cdc.2007.4434741","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2007.4434741","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 46th IEEE Conference on Decision and Control","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5018917817","display_name":"Per Enqvist","orcid":"https://orcid.org/0000-0002-4635-3202"},"institutions":[{"id":"https://openalex.org/I86987016","display_name":"KTH Royal Institute of Technology","ror":"https://ror.org/026vcq606","country_code":"SE","type":"education","lineage":["https://openalex.org/I86987016"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Per Enqvist","raw_affiliation_strings":["Division of Optimization and Systems Theory, Department of Mathematics, Royal Institute of Technology, Stockholm, Sweden","R. Inst. of Technol., Stockholm"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Division of Optimization and Systems Theory, Department of Mathematics, Royal Institute of Technology, Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]},{"raw_affiliation_string":"R. Inst. of Technol., Stockholm","institution_ids":["https://openalex.org/I86987016"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5015202249","display_name":"Enrico Avventi","orcid":"https://orcid.org/0000-0003-1000-6134"},"institutions":[{"id":"https://openalex.org/I86987016","display_name":"KTH Royal Institute of Technology","ror":"https://ror.org/026vcq606","country_code":"SE","type":"education","lineage":["https://openalex.org/I86987016"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Enrico Avventi","raw_affiliation_strings":["Division of Optimization and Systems Theory, Department of Mathematics, Royal Institute of Technology, Stockholm, Sweden","R. Inst. of Technol., Stockholm"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Division of Optimization and Systems Theory, Department of Mathematics, Royal Institute of Technology, Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]},{"raw_affiliation_string":"R. Inst. of Technol., Stockholm","institution_ids":["https://openalex.org/I86987016"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I86987016"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":13,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"43","issue":null,"first_page":"4275","last_page":"4280"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9904000163078308,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9787999987602234,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.760001003742218},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.64391028881073},{"id":"https://openalex.org/keywords/interpolation","display_name":"Interpolation (computer graphics)","score":0.6225610971450806},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.6121654510498047},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5405418276786804},{"id":"https://openalex.org/keywords/covariance-function","display_name":"Covariance function","score":0.522107720375061},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.43166399002075195},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.4259246587753296},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.36489737033843994},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2624405026435852},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.22296932339668274}],"concepts":[{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.760001003742218},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.64391028881073},{"id":"https://openalex.org/C137800194","wikidata":"https://www.wikidata.org/wiki/Q11713455","display_name":"Interpolation (computer graphics)","level":3,"score":0.6225610971450806},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.6121654510498047},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5405418276786804},{"id":"https://openalex.org/C137250428","wikidata":"https://www.wikidata.org/wiki/Q5178897","display_name":"Covariance function","level":3,"score":0.522107720375061},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.43166399002075195},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.4259246587753296},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.36489737033843994},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2624405026435852},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.22296932339668274},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C502989409","wikidata":"https://www.wikidata.org/wiki/Q11425","display_name":"Animation","level":2,"score":0.0},{"id":"https://openalex.org/C121684516","wikidata":"https://www.wikidata.org/wiki/Q7600677","display_name":"Computer graphics (images)","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cdc.2007.4434741","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2007.4434741","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 46th IEEE Conference on Decision and Control","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1496923911","https://openalex.org/W1540596182","https://openalex.org/W1993964048","https://openalex.org/W2017754977","https://openalex.org/W2071307652","https://openalex.org/W2074488941","https://openalex.org/W2083775279","https://openalex.org/W2099280778","https://openalex.org/W2121920571","https://openalex.org/W2123838014","https://openalex.org/W2125368842","https://openalex.org/W2126509795","https://openalex.org/W2132834475","https://openalex.org/W2138056643","https://openalex.org/W2140971281","https://openalex.org/W2141844446","https://openalex.org/W2585273560","https://openalex.org/W2796529750","https://openalex.org/W3019584399","https://openalex.org/W3093664000","https://openalex.org/W4292963524"],"related_works":["https://openalex.org/W2386803684","https://openalex.org/W1971337326","https://openalex.org/W3178402891","https://openalex.org/W651058035","https://openalex.org/W143964308","https://openalex.org/W2073389045","https://openalex.org/W2046078371","https://openalex.org/W4315750325","https://openalex.org/W4297832768","https://openalex.org/W2477374484"],"abstract_inverted_index":{"Given":[0],"output":[1],"data":[2,29,52],"of":[3,9,38],"a":[4,71],"stationary":[5],"stochastic":[6],"process":[7],"estimates":[8,17,37],"the":[10,28,32,36,39,61,83,87,91],"covariances":[11,33,40,62],"parameters":[12],"can":[13,18],"be":[14,19],"obtained.":[15],"These":[16],"used":[20],"to":[21,25,59],"determine":[22],"ARMA":[23],"models":[24],"approximately":[26],"fit":[27],"by":[30],"matching":[31],"exactly.":[34],"However,":[35],"may":[41],"contain":[42],"large":[43],"errors,":[44],"especially":[45],"if":[46],"they":[47],"are":[48],"determined":[49],"from":[50,90],"short":[51],"sequences,":[53],"and":[54,85],"thus":[55],"it":[56],"makes":[57],"sense":[58],"match":[60],"only":[63],"in":[64],"an":[65,76],"approximative":[66,77],"way.":[67],"Here":[68],"we":[69],"consider":[70],"convex":[72],"method":[73],"for":[74],"solving":[75],"covariance":[78],"interpolation":[79],"problem":[80],"while":[81],"maximizing":[82],"entropy":[84],"penalize":[86],"quadratic":[88],"deviation":[89],"nominal":[92],"covariances.":[93]},"counts_by_year":[{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
