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» On Conditions for Linearity of Optimal Estimation
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WSC
2007
14 years 12 months ago
Confidence interval estimation using linear combinations of overlapping variance estimators
We develop new confidence-interval estimators for the mean and variance parameter of a steady-state simulation output process. These confidence intervals are based on optimal li...
Tûba Aktaran-Kalayci, David Goldsman, James ...
AUTOMATICA
2005
83views more  AUTOMATICA 2005»
14 years 9 months ago
Linear dynamic filtering with noisy input and output
State estimation problems for linear time-invariant systems with noisy inputs and outputs are considered. An efficient recursive algorithm for the smoothing problem is presented. ...
Ivan Markovsky, Bart De Moor
AUTOMATICA
2005
112views more  AUTOMATICA 2005»
14 years 9 months ago
Robust maximum-likelihood estimation of multivariable dynamic systems
This paper examines the problem of estimating linear time-invariant state-space system models. In particular it addresses the parametrization and numerical robustness concerns tha...
Stuart Gibson, Brett Ninness
ANOR
2010
118views more  ANOR 2010»
14 years 7 months ago
Optimal linear estimator of origin-destination flows with redundant data
Abstract. Suppose given a network endowed with a multiflow. We want to estimate some quantities connected with this multiflow, for instance the value of an s
Frédéric Meunier
CORR
2010
Springer
102views Education» more  CORR 2010»
14 years 7 months ago
A contribution to the conditioning of the total least squares problem
We derive closed formulas for the condition number of a linear function of the total least squares solution. Given an over determined linear systems Ax = b, we show that this condi...
Marc Baboulin, Serge Gratton