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A space-time diffusion scheme for peer-to-peer least-squares estimation
distributed algorithms sensor networks least-squares estimation
2015/8/10
We consider a sensor network in which each sensor takes measurements, at various times, of some unknown parameters, corrupted by independent Gaussian noises. Each node can take a finite or infinite nu...
LEAST SQUARES ESTIMATION OF DISCRETE LINEAR DYNAMIC SYSTEMS USING ORTHOGONAL TRANSFORMATIONS
DISCRETE LINEAR DYNAMIC SYSTEMS ORTHOGONAL TRANSFORMATIONS
2015/7/3
Kalman [9] introduced a method for estimating the state of a discrete linear dynamic
system subject to noise. His method is fast but has poor numerical properties. Duncan and Horn [3]
showed that th...
A Space-Time Diffusion Scheme for Peer-to-Peer Least-Squares Estimation
Least-Squares Estimation Diffusion Scheme
2015/6/19
We consider a sensor network where each sensor takes multiple measurements of some unknown parameters, corrupted by independent Gaussian noises. The number of measurements at each node can be nite or ...
A general approach of least squares estimation and optimal filtering
Least squares Optimal filtering Matched filter Noise Optimization Power Spectrum Density
2013/6/17
The least squares method allows fitting parameters of a mathematical model from experimental data. This article proposes a general approach of this method. After introducing the method and giving a fo...
Conditional least squares estimation in nonstationary nonlinear stochastic regression models
Stochastic nonlinear regression heteroscedasticity nonstation-ary process time series branching process conditional least squares estimator quasi-likelihood estimator
2010/3/9
National Agronomical Research Institute (INRA)
Let {Zn} be a real nonstationary stochastic process such that
E(Zn|Fn−1)a.s.< 1 and E(Z2n |Fn−1)a.s.< 1, where {Fn} is an increas-
ing seq...
A Comparison of Recursive Least Squares Estimation and Kalman Filtering for Flow in Open Channels
Optimal control Least squares estimation Kalman flters Open-channel flow
2009/10/10
An integrated approach to the design of an automatic control system for canals using a Linear Quadratic Gaussian regulator based on recursive least squares estimation was developed. The one-dimensiona...
Using the Eigenvalue Relaxation for Binary Least-Squares Estimation Problems
Eigenvalue Relaxation Binary Least-Squares Estimation Problems
2010/3/18
The goal of this paper is to survey the properties of the eigenvalue relaxation for least squares binary problems. This relaxation is a convex program which is obtained as the Lagrangian dual of the o...