An Efficient Algorithm for a Bounded Errors-in-Variables Model
- 1 January 1999
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 20 (4) , 839-859
- https://doi.org/10.1137/s0895479896304678
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.Keywords
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