Consistent estimation in the bilinear multivariate errors-in-variables model
A bilinear multivariate errors-in-variables model is considered. It corresponds to an overdetermined set of linear equations AXB=C, A?Rm×n, B?Rp×q, in which the data A, B, C are perturbed by errors. The total least squares estimator is inconsistent in this case. An adjusted least squares estimator h...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
2003.
|
| Subjects: | |
| Online Access: | Get fulltext |