Robust maximum likelihood estimation in the linear model
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Cites work
- An LFT approach to parameter estimation
- Component-wise perturbation analysis and error bounds for linear least squares solutions
- Handbook of semidefinite programming. Theory, algorithms, and applications
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- scientific article; zbMATH DE number 1391242 (Why is no real title available?)
- Linear Matrix Inequalities in System and Control Theory
- Measurement-scheduled control for the RTAC problem: an LMI approach
- Parameter Estimation in the Presence of Bounded Data Uncertainties
- Robust Kalman filtering for uncertain discrete-time systems
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust Solutions to Uncertain Semidefinite Programs
- Robust Statistics
- Robustness in the presence of mixed parametric uncertainty and unmodeled dynamics
Cited in
(19)- A probabilistic framework for problems with real structured uncertainty in systems and control
- A posteriori minimax estimation with likelihood constraints
- Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties
- Analysis of a nonsmooth optimization approach to robust estimation
- Robust maximum-likelihood estimation of multivariable dynamic systems
- MAXIMUM LIKELIHOOD ESTIMATION IN LINEAR MODELS WITH EQUI-CORRELATED RANDOM ERRORS
- Mean-Squared Error Estimation for Linear Systems with Block Circulant Uncertainty
- Robust Competitive Estimation With Signal and Noise Covariance Uncertainties
- A statistical minimax approach to optimizing linear models under a priori uncertainty conditions
- scientific article; zbMATH DE number 1748553 (Why is no real title available?)
- Robust distributed maximum likelihood estimation with dependent quantized data
- scientific article; zbMATH DE number 7370573 (Why is no real title available?)
- Maximum likelihood based identification methods for rational models
- Robust Maximum Likelihood Estimation
- Robust optimization of sums of piecewise linear functions with application to inventory problems
- A robust high-order mixed \(L^2\)-\(L^{\infty}\) estimation for linear-in-the-parameters models
- Constructing maximum likelihood estimates for statistically uncertain linear systems
- Output feedback guaranteed cost control for uncertain discrete-time systems using linear matrix inequalities
- Selected topics in robust convex optimization
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