A uniqueness result concerning a robust regularized least-squares solution

DOI10.1016/S0167-6911(02)00160-3zbMath1003.93055MaRDI QIDQ1607235

Hong Chen, Ali H. Sayed

Publication date: 31 July 2002

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

regularizationSchur complementleast squareslocal minima

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical optimization and variational techniques (65K10) Least squares and related methods for stochastic control systems (93E24)

Related Items

Robust Kalman filter for systems subject to parametric uncertainties, Optimal robust filtering for systems subject to uncertainties

Cites Work

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