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Avtomatika i Telemekhanika, 1986, Issue 10, Pages 70–80
(Mi at6585)
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Stochastic Systems
Regularized calculation of estimates with singular dispersion matrices and constraints
V. I. Meleshko Khar'kov
Abstract:
Regularized factorization methods lead to numerically stable estimation algorithms for ill-posed problems with a variance matrix and constraints. New results on the perturbation stability of these algorithm are proved and the ranges of regularization parameters which ensure this stability are determined.
Received: 03.01.1985
Citation:
V. I. Meleshko, “Regularized calculation of estimates with singular dispersion matrices and constraints”, Avtomat. i Telemekh., 1986, no. 10, 70–80
Linking options:
https://www.mathnet.ru/eng/at6585 https://www.mathnet.ru/eng/at/y1986/i10/p70
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