𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An extended Marquardt-type procedure for fitting error-in-variables models

✍ Scribed by P. Valkó; S. Vajda


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
704 KB
Volume
11
Category
Article
ISSN
0098-1354

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Heteroscedastic Hough Transform (HtHT):
✍ Nahum Kiryati; Alfred M. Bruckstein 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 165 KB

A versatile, systematic, and efficient line-fitting algorithm is presented, accommodating (1) errors in both coordinates ('errors in the variables'), (2) correlation between the noise in the two coordinates (i.e., equal noise density ellipses that are not aligned with the coordinate axes), (3) heter

An application of the Error-in-Variables
✍ T.A. Duever; S.E. Keeler; P.M. Reilly; J.H. Vera; P.A. Williams 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 986 KB

The Error-in-Variables Model (EVM) provides a means for estimating parameter values in mathematical models where there is error in every measured variable. This is a distinct improvement over the Method of Least Squares in most situations because the latter requires that there be error in measuring