Computational experience with the constrained minimum variance input-output estimator.

Janos Gertler Gyula Varga Ferenc Sipos

Published in: Autom. (1980)

Keyphrases

input output
minimum variance
unbiased estimator
internal states
spectral estimation
ibm zenterprise
maximum likelihood
computational complexity
estimation error
data envelopment analysis
portfolio optimization
noise cancellation
genetic algorithm
particle swarm optimization
nonlinear functions