1226 search results - page 13 / 246 » On Conditions for Linearity of Optimal Estimation |
IMCSIT
2010
14 years 7 months ago
2010
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
ICC
2009
IEEE
15 years 4 months ago
2009
IEEE
—In this paper, we investigate the effects of imperfect knowledge of the channel covariance matrix on the performance of a linear minimum mean-square-error (MMSE) estimator for m...
106
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NECO
2011
14 years 4 months ago
2011
Selection of an optimal estimator typically relies on either supervised training samples (pairs of measurements and their associated true values), or a prior probability model for...
AUTOMATICA
2007
14 years 9 months ago
2007
- This paper studies the linear dynamic errors-in-variables problem in the frequency domain. First the identifiability is shown under relaxed conditions. Next a frequency domain Ga...
66
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CVPR
2007
IEEE
15 years 11 months ago
2007
IEEE
We present an autocalibration algorithm for upgrading a projective reconstruction to a metric reconstruction by estimating the absolute dual quadric. The algorithm enforces the ra...