On the use of constraints in least squares estimation and control

DOI10.1016/S0005-1098(02)00029-8zbMath1002.93064OpenAlexW2084232218MaRDI QIDQ1614351

Douglas G. Robertson, Lee, Jay H.

Publication date: 5 September 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(02)00029-8

zbMATH Keywords

performancequadratic programmingmaximum likelihood estimationoptimal estimationnon-Gaussian processesestimation algorithmsleast squares estimatorsconstrained parameters

Mathematics Subject Classification ID

Quadratic programming (90C20) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Related Items (6)

Multiple window moving horizon estimation ⋮ A parametric programming approach to moving-horizon state estimation ⋮ Constrained dynamic systems estimation based on adaptive particle filter ⋮ Optimal parameter estimation of dynamical systems using direct transcription methods ⋮ State estimation for linear and non-linear equality-constrained systems ⋮ Lagrangian duality between constrained estimation and control

Cites Work

• Identification and application of bounded-parameter models
• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
• Inequality Constrained Least-Squares Estimation
• Inequality Restrictions in Regression Analysis
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