The Accuracy of Least Squares
نویسندگان
چکیده
منابع مشابه
Integral constraints on the accuracy of least-squares estimation
It is common to need to estimate the frequency response of a system from observed input-output data. In this paper we characterise, via integral constraints, the undermodelling induced errors involved in solving this problem via parametric least squares methods. Our approach is to exploit the Hilbert Space structure inherent in the least squares solution in order to provide a geometric interpre...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 1934
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.20.11.565