page 2, under (5): - Should be $Q_{\xi_k} \in \mathbb{S}_{+}^{n_x}$ instead of $Q_{\xi_k} \mathbb{S}_{+}^{n_x}$, i.e., \in is missing page 4, functions f(\mathbf{x}) and g(H\mathbf{x}): - there is \sum_{k=0}^{N-1} missing page 4, Algorithm 1: - for matrices $\Phi_k^i$ and $D_k^i$ the equals symbol (=) should be \leftarrow (or \gets) instead page 4, Algorithm 2: - It should be $i=1,\ldots, \mu(k)$ instead of $i\in\mu(k)$