An Efficient Algorithm for a Bounded Errors-in-Variables Model

DOI10.1137/S0895479896304678zbMath0957.65070OpenAlexW1979463612MaRDI QIDQ4702232

Gene H. Golub, Ali H. Sayed, Ming Gu, Shivkumar Chandrasekaran

Publication date: 24 November 1999

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479896304678

zbMATH Keywords

algorithmparameter estimationregularizationperturbationsleast-squares problemregression parameterbounded data uncertaintiesbounded errors-in-variables model

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Related Items (8)

On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling ⋮ Estimation and control with bounded data uncertainties ⋮ Applications of second-order cone programming ⋮ Preconditioned conjugate gradient methods for the solution of indefinite least squares problems ⋮ Robust constrained receding-horizon predictive control via bounded data uncertainties ⋮ Robust counterparts of errors-in-variables problems ⋮ Fast and stable eigendecomposition of symmetric banded plus semi-separable matrices ⋮ A uniqueness result concerning a robust regularized least-squares solution

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