An Efficient Algorithm for a Bounded Errors-in-Variables Model

Authors:
S. Chandrasekaran;G. H. Golub;M. Gu;A. H. Sayed
Affiliations:
-;-;-;-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
1999

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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.