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...
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. ...
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...
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
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...