Estimation by least squares

MaRDI QIDQ2757793zbMATH OpenFDO

Authors Patrick Sillard

Publication date 4 December 2001

zbMATH Keywords

covariance filterdetection errorsestimationinformation filtermaximum likelihood methodmethod of least squaresmultiple regressionoptimizations by least squaressimplex algorithmtests of significance

Mathematics Subject Classification ID

Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to geophysics (86-01) Geophysics (86A99) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(13)

• Least squares for practitioners
• On building matrices in the theory of least squares method
• A general approach of least squares estimation and optimal filtering
• The least-square method in complex number domain
• The method of least squares. Geometric properties, alternative approaches, applications.
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