𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On derivative estimation and the solution of least squares problems

✍ Scribed by John A. Belward; Ian W. Turner; Miloš Ilić

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
782 KB
Volume
222
Category
Article
ISSN
0377-0427

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Solution of large-scale weighted least-s
Solution of large-scale weighted least-squares problems
✍ Venansius Baryamureeba 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 467 KB

## Abstract A sequence of least‐squares problems of the form min~__y__~∥__G__^1/2^(__A__^T^ __y__−__h__)∥~2~, where __G__ is an __n__×__n__ positive‐definite diagonal weight matrix, and __A__ an __m__×__n__ (__m__⩽__n__) sparse matrix with some dense columns; has many applications in linear program

Integral constraints on the accuracy of
Integral constraints on the accuracy of least-squares estimation
✍ Brett Ninness 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 823 KB

It is common to need to estimate the frequency response of a system from observed input-output data. This paper uses integral constraints to characterise the undermodelling-induced errors involved in solving this problem via parametric least-squares methods. This is achieved by exploiting the Hilber

A parallel multisplitting solution of th
A parallel multisplitting solution of the least squares problem
✍ R. A. Renaut 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 143 KB 👁 2 views

The linear least squares problem, min x Ax-b 2 , is solved by applying a multisplitting(MS) strategy in which the system matrix is decomposed by columns into p blocks. The b and x vectors are partitioned consistently with the matrix decomposition. The global least squares problem is then replaced by