Regularized calculation of estimates with singular variance matrices and constraints
From MaRDI portal
Publication:1096578
zbMath0633.93071MaRDI QIDQ1096578
Publication date: 1986
Published in: Automation and Remote Control (Search for Journal in Brave)
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Probabilistic methods, stochastic differential equations (65C99)
This page was built for publication: Regularized calculation of estimates with singular variance matrices and constraints