REAL TIME COMPUTATION OF CONSTRAINED LEAST SQUARES ESTIMATORS,
Abstract
It is shown that linear constraints can be treated like observations with zero variance in least squares problems and, as a result, a minor modification of the method developed for the real time computation of (unconstrained) least squares estimators can be applied directly to the problem of weighted least squares estimation with constraints. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1965
- Accession Number
- AD0616390
Entities
People
- Arthur Albert
- Robert W. Sittler