Mixed linear system estimation and identification

DOI10.1016/j.sigpro.2009.09.022zbMath1177.94081OpenAlexW2067043651MaRDI QIDQ1046675

Argyrios Zymnis, Stephen P. Boyd, Dimitry M. Gorinevsky

Publication date: 22 December 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2009.09.022

zbMATH Keywords

interior-point methodsconvex relaxationstatistical estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model ⋮ Relaxed maximum a posteriori fault identification

Uses Software

• PDCO
• ElemStatLearn

Cites Work

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• Compressed sensing
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