An Efficient Algorithm for a Bounded Errors-in-Variables Model
An Efficient Algorithm for a Bounded Errors-in-Variables Model
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DOI:
10.1137/s0895479896304678
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发表时间:
1999-07
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影响因子:
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通讯作者:
S. Chandrasekaran;G. Golub;M. Gu;A. H. Sayed
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文献类型:
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作者:
S. Chandrasekaran;G. Golub;M. Gu;A. H. Sayed
We pose and solve a parameter estimation problem in the presence of bounded data uncertainties. The problem involves a minimization step and admits a closed form solution in terms of the positive root of a secular equation.