An example of propagation of error associated with an iterated least squares solution

DOI10.1016/0096-3003(89)90103-3zbMath0689.65094OpenAlexW1971294726MaRDI QIDQ582030

Sorrell Berman

Publication date: 1989

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(89)90103-3

zbMATH Keywords

error propagationcovariance matrixerror correctioncovariance errorsiterative least squares estimationpseudo inverse

Mathematics Subject Classification ID

General nonlinear regression (62J02) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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