Near optimal solutions to least-squares problems with stochastic uncertainty
نویسندگان
چکیده
منابع مشابه
Near optimal solutions to least-squares problems with stochastic uncertainty
In this paper, we consider least-squares (LS) problems where the regression data is affected by parametric stochastic uncertainty. In this setting, we study the problem of minimizing the expected value with respect to the uncertainty of the LS residual. For general nonlinear dependence of the data on the uncertain parameters, determining an exact solution to this problem is known to be computat...
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ژورنال
عنوان ژورنال: Systems & Control Letters
سال: 2005
ISSN: 0167-6911
DOI: 10.1016/j.sysconle.2005.01.006