Constrained maximum likelihood solution of linear equations

DOI10.1109/78.824663zbMath1025.93027OpenAlexW2120841617MaRDI QIDQ2734305

Paul D. Fiore, George C. Verghese

Publication date: 18 November 2003

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.824663

zbMATH Keywords

linear equationstotal least squaresconstrained maximum likelihood estimationmost probable perturbations

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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