Parameter Estimation in the Presence of Bounded Data Uncertainties
DOI10.1137/S0895479896301674zbMATH Open0914.65147OpenAlexW2047066533MaRDI QIDQ4389072FDOQ4389072
Authors: Gene H. Golub, Ming Gu, Ali H. Sayed, S. Chandrasekaran 
Publication date: 11 May 1998
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479896301674
Recommendations
- Estimation of the parameter uncertainty resulting from bounded-error data
- Bounded estimation in the presence of nuisance parameters
- Interval parameter estimation under model uncertainty
- Parameter estimation in underdetermined problems
- Data fitting problems with bounded uncertainties in the data
- scientific article; zbMATH DE number 2202313
- Parameter estimation in uncertain differential equations
- Interval analysis and optimization applied to parameter estimation under uncertainty
- Estimation and control with bounded data uncertainties
parameter estimationregularizationridge regressionrobust estimationalgorithmleast squares estimationsecular equation
Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99) Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical solutions to overdetermined systems, pseudoinverses (65F20)
Cited In (24)
- Title not available (Why is that?)
- Combined constrained robust least squares approach and block-pulse functions technique for tracking control synthesis of uncertain bilinear systems with multiple time-delayed states under bounded input control
- Best possible componentwise parameter inclusions computable from a priori estimates, measurements, and bounds for the measurement errors
- Estimation of the parameter uncertainty resulting from bounded-error data
- Parameter estimation algorithms for a set-membership description of uncertainty
- Using a priori data to refine parameter estimates
- Applications of second-order cone programming
- Suboptimal solution of one singular integral equation with perturbed operator based on probabilistic methods
- Guaranteeing parameter estimation with anomalous measurement errors
- A uniqueness result concerning a robust regularized least-squares solution
- A new semidefinite programming relaxation scheme for a class of quadratic matrix problems
- Fast and stable eigendecomposition of symmetric banded plus semi-separable matrices
- On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling
- Estimation and control with bounded data uncertainties
- A robust high-order mixed \(L^2\)-\(L^{\infty}\) estimation for linear-in-the-parameters models
- Robust and stable predictive control with bounded uncertainties
- Maximum consistency method for data fitting under interval uncertainty
- Robust constrained receding-horizon predictive control via bounded data uncertainties
- Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties
- Traditional Parameter Estimation Versus Estimation of Guaranteed Parameter Sets
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach
- Robust maximum likelihood estimation in the linear model
- Near optimal solutions to least-squares problems with stochastic uncertainty
- Parameter Bounds on Estimation Accuracy Under Model Misspecification
Uses Software
This page was built for publication: Parameter Estimation in the Presence of Bounded Data Uncertainties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4389072)
