An efficient algorithm for a bounded errors-in-variables model

Authors
Chandrasekaran, S Golub, GH Gu, M Sayed, AH
Citation
S. Chandrasekaran et al., An efficient algorithm for a bounded errors-in-variables model, SIAM J MATR, 20(4), 1999, pp. 839-859
Citations number
13
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
20
Issue
4
Year of publication
1999
Pages
839 - 859
Database
ISI
SICI code
0895-4798(19990709)20:4<839:AEAFAB>2.0.ZU;2-Z
Abstract
We pose and solve a parameter estimation problem in the presence of bounded data uncertainties. The problem involves a minimization step and admits a closed form solution in terms of the positive root of a secular equation.