Covariance Matrices for Parameter Estimates of Constrained Parameter Estimation Problems

DOI10.1137/040617893MaRDI QIDQ5301196zbMATH OpenOpenAlexFDO

Authors Hans Georg Bock, O. I. Kostyukova, E. A. Kostina

Publication date 29 April 2008

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

Full work available at URL https://doi.org/10.1137/040617893

zbMATH Keywords

confidence intervalscovariance matrixconjugate gradient methodoptimal experiment designiterative linear algebra methodsPDE constrained parameter estimation

Mathematics Subject Classification ID

Point estimation (62F10) Parametric tolerance and confidence regions (62F25) Statistical block designs (62K10) Iterative numerical methods for linear systems (65F10)

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