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Robust Solutions to Linear Approximation Problems under Ellipsoidal Uncertainty

G. Alistair Watson ()
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G. Alistair Watson: University of Dundee, Department of Mathematics

A chapter in Total Least Squares and Errors-in-Variables Modeling, 2002, pp 213-222 from Springer

Abstract: Abstract The problem of fitting a linear model to data, under uncertainty which can be regarded as being ellipsoidal, is considered in a very general setting. For a range of such problems, robust counterparts are established, and methods of solution are considered.

Keywords: robust fitting; ellipsoidal bounded uncertainty; linear errors-in-variables model; total l p norm approximation. (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-017-3552-0_19

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DOI: 10.1007/978-94-017-3552-0_19

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