Discontinuous parameter estimates with least squares estimators
نویسندگان
چکیده
منابع مشابه
Discontinuous parameter estimates with least squares estimators
We discuss weighted least squares estimates of ill-conditioned linear inverse problems where weights are chosen to be inverse error covariance matrices. Least squares estimators are the maximum likelihood estimate for normally distributed data and parameters, but here we do not assume particular probability distributions. Weights for the estimator are found by ensuring its minimum follows a χ d...
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ژورنال
عنوان ژورنال: Applied Mathematics and Computation
سال: 2013
ISSN: 0096-3003
DOI: 10.1016/j.amc.2012.11.067