𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A new autocovariance least-squares method for estimating noise covariances

✍ Scribed by Brian J. Odelson; Murali R. Rajamani; James B. Rawlings

Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
240 KB
Volume
42
Category
Article
ISSN
0005-1098

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The role of the covariance matrix in the
The role of the covariance matrix in the least-squares estimation for a common mean
✍ Y.L. Tong πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 406 KB

For n > 1 let X = (X 1 ..... X,)' have a mean vector 01 and covariance matrix ~r2~, where 1 = (1,..., 1)', ~E is a known positive definite matrix, and ~r ~ > 0 is either known or unknown. This model has been found useful when the observations X l ..... X, from a population with mean O are not indepe

A constrained least squares method for e
A constrained least squares method for estimating the effects of an unknown monotonically intervening factor
✍ Dr Sten Thore πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 584 KB

A constrained least squares method is developed for the estimation of the effects of an unknown intervening causal factor in regression analysis, when the unknown factor shifts the regression hyperplane monotonically upwards (downwards) over time. As an illustration, we estimate the price elasticity

A posteriori error estimators for the fi
A posteriori error estimators for the first-order least-squares finite element method
✍ JaEun Ku; Eun-Jae Park πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 328 KB

## a b s t r a c t In this paper, we propose a posteriori error estimators for certain quantities of interest for a first-order least-squares finite element method. In particular, we propose an a posteriori error estimator for when one is interested in Οƒ -Οƒ h 0 where Οƒ = -Aβˆ‡u. Our a posteriori err