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

algorithmbounded data uncertaintiesbounded errors-in-variables modelleast-squares problemparameter estimationperturbationsregression parameterregularization

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)

Recommendations

• scientific article; zbMATH DE number 1058092
• Parameter Estimation in the Presence of Bounded Data Uncertainties
• scientific article; zbMATH DE number 926796
• scientific article; zbMATH DE number 926795

Cited in

(19)

• Robust constrained receding-horizon predictive control via bounded data uncertainties
• Robust counterparts of errors-in-variables problems
• Efficient estimation in the errors in variables model
• Estimation and control with bounded data uncertainties
• Applications of second-order cone programming
• Parameter identification for models with bounded errors in all variables
• Fast and stable eigendecomposition of symmetric banded plus semi-separable matrices
• A uniqueness result concerning a robust regularized least-squares solution
• On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling
• The degenerate bounded errors-in-variables model
• scientific article; zbMATH DE number 4204258 (Why is no real title available?)
• Algorithms for structured Gauss-Markov regression
• Exact recursive polyhedral description of the feasible parameter set for bounded-error models
• Parameter bounds for ARMAX models from records with bounded errors in variables
• scientific article; zbMATH DE number 1058092 (Why is no real title available?)
• scientific article; zbMATH DE number 926795 (Why is no real title available?)
• scientific article; zbMATH DE number 926796 (Why is no real title available?)
• Regularization in Regression with Bounded Noise: A Chebyshev Center Approach
• Preconditioned conjugate gradient methods for the solution of indefinite least squares problems

This page was built for publication: An Efficient Algorithm for a Bounded Errors-in-Variables Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4702232)