A uniqueness result concerning a robust regularized least-squares solution

DOI10.1016/S0167-6911(02)00160-3MaRDI QIDQ1607235zbMATH OpenFDO

Authors Ali H. Sayed, Hong Chen

Publication date 31 July 2002

Published in Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

regularizationleast squaresSchur complementlocal minima

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Ill-posedness and regularization problems in numerical linear algebra (65F22) Least squares and related methods for stochastic control systems (93E24)

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• Analysis of third-order methods for secular equations
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Cited in

(6)

• A regularized robust design criterion for uncertain data
• Robust Kalman filter for systems subject to parametric uncertainties
• Optimal robust filtering for systems subject to uncertainties
• Robust \(\mathcal S\)-regularity of matrix pencils applied to the analysis of descriptor models
• Continuity and uniqueness of regularized output least squares optimal estimators
• A regularized least-squares approach to event-based distributed robust filtering over sensor networks

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