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Multichannel AR parameter estimation from noisy observations as an errors-in-variables issue

โœ Scribed by Julien Petitjean; Eric Grivel; William Bobillet; Patrick Roussilhe


Book ID
107499104
Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
308 KB
Volume
4
Category
Article
ISSN
1863-1703

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An application of the Error-in-Variables
โœ T.A. Duever; S.E. Keeler; P.M. Reilly; J.H. Vera; P.A. Williams ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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