Robust maximum likelihood estimation in the linear model

DOI10.1016/S0005-1098(00)00189-8zbMath0983.93070MaRDI QIDQ5932273

Laurent M. El Ghaoui, Giuseppe Carlo Calafiore

Publication date: 7 May 2001

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationleast squareslinear robust estimationsemidefinite optimization

Mathematics Subject Classification ID

Semidefinite programming (90C22) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (10)

A probabilistic framework for problems with real structured uncertainty in systems and control ⋮ A statistical minimax approach to optimizing linear models under a priori uncertainty conditions ⋮ Unnamed Item ⋮ A posteriori minimax estimation with likelihood constraints ⋮ Robust Maximum Likelihood Estimation ⋮ Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems ⋮ Output feedback guaranteed cost control for uncertain discrete-time systems using linear matrix inequalities ⋮ Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties ⋮ Selected topics in robust convex optimization ⋮ Maximum likelihood based identification methods for rational models

Uses Software

• VanHuffel

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Component-wise perturbation analysis and error bounds for linear least squares solutions
• An LFT approach to parameter estimation
• Robustness in the presence of mixed parametric uncertainty and unmodeled dynamics
• Measurement-scheduled control for the RTAC problem: an LMI approach
• Robust Solutions to Uncertain Semidefinite Programs
• Robust Kalman filtering for uncertain discrete-time systems
• Linear Matrix Inequalities in System and Control Theory
• Robust Solutions to Least-Squares Problems with Uncertain Data
• Parameter Estimation in the Presence of Bounded Data Uncertainties
• Robust Statistics
• Handbook of semidefinite programming. Theory, algorithms, and applications

This page was built for publication: Robust maximum likelihood estimation in the linear model