research article
An Efficient Algorithm for a Bounded Errors-in-Variables Model
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.
Cite this item
Chandrasekaran, S., Golub, G. H., Gu, M., & Sayed, A. H. (1999). An Efficient Algorithm for a Bounded Errors-in-Variables Model. SIAM Journal on Matrix Analysis and Applications, 20(4), 839–859. https://doi.org/10.1137/S0895479896304678
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Type
research article
Author(s)
Date Issued
1999
Published in
Volume
20
Issue
4
Start page
839
End page
859
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
December 19, 2017
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