Estimation and filtering of Gaussian variables with linear inequality constraints.
Linfeng XuX. Rong LiPublished in: FUSION (2010)
Keyphrases
- inequality constraints
- equality constraints
- convex quadratic
- linear constraints
- nonlinear programming
- constrained optimization
- decomposition algorithm
- interior point methods
- constrained optimization problems
- linear filters
- complex valued
- linear programming
- variable selection
- maximum likelihood
- image processing
- convex optimization
- parameter estimation
- optimality conditions
- least squares
- objective function