On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling

DOI10.1016/j.laa.2003.10.013zbMath1067.65039OpenAlexW2002672144MaRDI QIDQ1888347

Orhan Arıkan, Mustafa Çelebi Pinar

Publication date: 23 November 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/24198

zbMATH Keywords

robustnesssemidefinite programmingnumerical examplesleast squaresinterior point algorithmssignal processingARMA modelingdata perturbationscoefficient quantizationimplementation errorsdata uncertainties

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (5)

Robust solutions to multi-facility Weber location problem under interval and ellipsoidal uncertainty ⋮ Diametrical risk minimization: theory and computations ⋮ Two optimization problems in linear regression with interval data ⋮ Robust optimization using computer experiments ⋮ Fabrication-Adaptive Optimization with an Application to Photonic Crystal Design

Uses Software

• Regularization tools
• SeDuMi
• YALMIP
• UTV
• VanHuffel

Cites Work

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• Computational complexity and feasibility of data processing and interval computations
• Data Fitting Problems with Bounded Uncertainties in the Data
• Robust Convex Optimization
• On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
• Robust Solutions to Uncertain Semidefinite Programs
• Rank-Deficient and Discrete Ill-Posed Problems
• Robust Solutions to Least-Squares Problems with Uncertain Data
• Parameter Estimation in the Presence of Bounded Data Uncertainties
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• An Efficient Algorithm for a Bounded Errors-in-Variables Model
• Semidefinite Programming
• Handbook of semidefinite programming. Theory, algorithms, and applications

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