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A Stochastic Approach to Linear Estimation in H∞

✍ Scribed by BRETT NINNESS


Book ID
108307463
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
171 KB
Volume
34
Category
Article
ISSN
0005-1098

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Conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix are derived when the vector parameter of a regression model is subject to competing stochastic restrictions. The restrictions may also consist both of a deterministic part and a stochast