Regularized estimates in problems with singular variance matrices

MaRDI QIDQ1111516zbMATH OpenFDO

Authors V. I. Meleshko, S. S. Sekt

Publication date 1988

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

identificationsingular variance matrixregularized estimates

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited in

(4)

• On the parameters of the singular part of the Horn-Sergeichuk regularizing decomposition
• scientific article; zbMATH DE number 1208130 (Why is no real title available?)
• Regularized <formula formulatype="inline"><tex Notation="TeX">$M$</tex> </formula>-Estimators of Scatter Matrix
• A singular woodbury and pseudo-determinant matrix identities and application to Gaussian process regression

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