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

DOI10.1137/050643696zbMATH Open1154.90007OpenAlexW2050721242MaRDI QIDQ3516124FDOQ3516124

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

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• scientific article; zbMATH DE number 1748553

zbMATH Keywords

semidefinite programmingminimax estimatorrobust optimizationblock circulant structure

Mathematics Subject Classification ID

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

Cited In (3)

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

Uses Software

• Regularization tools
• SeDuMi

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