Optimization of Generalized Mean-Square Error in Noisy Linear Estimation.
William W. HagerJiangtao LuoPublished in: SIAM J. Matrix Anal. Appl. (2008)
Keyphrases
- optimization algorithm
- quadratic programming
- optimization problems
- noisy observations
- linear systems
- steepest descent method
- highly non linear
- noise free
- accurate estimation
- data sets
- optimization model
- global optimization
- optimization method
- robust estimation
- incomplete data
- density estimation
- finite dimensional
- semi parametric
- stochastic gradient
- angular velocity
- neural network