Mean-Squared Error Estimation for Linear Systems with Block Circulant Uncertainty

DOI10.1137/050643696MaRDI QIDQ3516124zbMATH OpenOpenAlexFDO

Authors Amir Beck, Y. C. Eldar, Aharon Ben-Tal

Publication date 1 August 2008

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

Full work available at URL https://semanticscholar.org/paper/c70f2a942b00fc364de4b2cd40963455e173b28c

zbMATH Keywords

block circulant structureminimax estimatorrobust optimizationsemidefinite programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Applications of mathematical programming (90C90)

Recommendations

• Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties
• Robust Competitive Estimation With Signal and Noise Covariance Uncertainties
• Blind Minimax Estimation
• Robust maximum likelihood estimation in the linear model
• scientific article; zbMATH DE number 1748553

Cited in

(3)

• Small sample statistical condition estimation for the total least squares problem
• An exact formula for radius of robust feasibility of uncertain linear programs
• Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties

Describes a project that uses

Uses Software

• SeDuMi
• Regularization tools

This page was built for publication: Mean-Squared Error Estimation for Linear Systems with Block Circulant Uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3516124)