On homogeneous least-squares problems and the inconsistency introduced by mis-constraining

DOI10.1016/j.csda.2003.12.001zbMath1429.62105OpenAlexW2018017483MaRDI QIDQ957026

Bart De Moor, Arie Yeredor

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.12.001

zbMATH Keywords

maximum likelihoodconstraintsinconsistencyhomogeneous least squares

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items (3)

Parameter consistency and quadratically constrained errors-in-variables least-squares identification ⋮ Bias and covariance of the least squares estimate in a structured errors-in-variables problem ⋮ Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint

Cites Work

• On covariance function tests used in system identification
• Constraints in channel shortening equalizer design for DMT-based systems
• Instrumental variable methods for system identification
• \(L_ 2\)-overbiased, \(L_ 2\)-underbiased and \(L_ 2\)-unbiased estimation of transfer functions
• Integral constraints on the accuracy of least-squares estimation
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• Bias correction in least-squares identification
• A Divide-and-Conquer Algorithm for the Bidiagonal SVD
• A Divide-and-Conquer Algorithm for the Symmetric Tridiagonal Eigenproblem
• A bias correction method for identification of linear dynamic errors-in-variables models
• Misfit versus latency

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