Computing Covariance Matrices for Constrained Nonlinear Large Scale Parameter Estimation Problems Using Krylov Subspace Methods
DOI10.1007/978-3-0348-0133-1_11zbMath1356.93085OpenAlexW20918925MaRDI QIDQ2961062
O. I. Kostyukova, Ekaterina Kostina
Publication date: 17 February 2017
Published in: International Series of Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-0348-0133-1_11
preconditioningoptimal experimental designconstrained parameter estimationnonlinear equality constraintscovariance matrix of parameter estimatesiterative matrix methods
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