The inversion matrix and error estimation in data inversion: Application to diffusion battery measurements
β Scribed by Douglas W. Cooper; Jin Jwang Wu
- Book ID
- 115949022
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 675 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0021-8502
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
An exact formula of the inverse covariance matrix of an autoregressive stochastic process is obtained using the Gohberg}Semencul explicit inverse of the Toeplitz matrix. This formula is used to build an estimator of the inverse covariance matrix of a stochastic process based on a single realization.
## Abstract Over time, economic statistics are refined. This implies that data measuring recent economic events are typically less reliable than older data. Such time variation in measurement error affects optimal forecasts. Measurement error, and its time variation, are of course unobserved. Our c