An Efficient Algorithm for a Bounded Errors-in-Variables Model

DOI10.1137/S0895479896304678MaRDI QIDQ4702232zbMATH OpenOpenAlexFDO

Authors Gene H. Golub, Ming Gu, Ali H. Sayed, S. Chandrasekaran

Publication date 24 November 1999

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479896304678

zbMATH Keywords

parameter estimationregularizationalgorithmperturbationsleast-squares problemregression parameterbounded data uncertaintiesbounded errors-in-variables model

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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