A continuous-time extension of welch~s lower bound on total squared correlation.
Joon Ho ChoPublished in: ISIT (2005)
Keyphrases
- lower bound
- upper bound
- np hard
- branch and bound algorithm
- branch and bound
- optimal solution
- worst case
- correlation analysis
- lower and upper bounds
- correlation coefficient
- markov chain
- sufficiently accurate
- least squares
- objective function
- data sets
- dynamical systems
- state space
- linear programming relaxation
- branch and bound method
- simulated annealing
- optimal control
- data structure
- stochastic processes
- lower bounding
- genetic algorithm