A general approach of least squares estimation and optimal filtering

DOI10.1007/s11081-013-9217-7zbMath1364.62233arXiv1305.6324OpenAlexW2093873932MaRDI QIDQ2357240

Benjamin Lenoir

Publication date: 19 June 2017

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.6324

zbMATH Keywords

optimizationnoiseleast squaresoptimal filteringpower spectrum densitymatched filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Filtering in stochastic control theory (93E11)

Related Items (1)

Vectorial surrogate modeling method for multi-objective reliability design

Cites Work

• On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
• Optimal filtering of square-integrable signals in Gaussian noise
• The robust generalized least-squares estimator
• Optimal linear filtering under parameter uncertainty
• Ridge regression:some simulations
• Ridge regression iterative estimation of the biasing parameter
• Robust regression using iteratively reweighted least-squares
• The Effect of Two-Stage Sampling on Ordinary Least Squares Methods
• Solving linear least squares problems by Gram-Schmidt orthogonalization
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Generalization of the Wiener-Khintchine Theorem to Nonstationary Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A general approach of least squares estimation and optimal filtering