EXTENDED ITERATIVE WEIGHTED LEAST SQUARES: ESTIMATION OF A LINEAR MODEL IN THE PRESENCE OF COMPLICATIONS

Abstract

The paper introduces an extended iterative weighted least squares procedure for solution of a classical problem in analysis of scientific and technical information: estimation in the presence of complications, of the coefficients for linearly independent component signals in a linear model, from observations on the component signals and a composite signal containing the linear model plus noise which is nonstationary and/or correlated with unknown covariance matrix.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1969
Accession Number
AD0681430

Entities

People

  • A. F. Goodman

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Composite Materials
  • Computer Programs
  • Computer Science
  • Computers
  • Covariance
  • Data Science
  • Equations
  • Estimators
  • Inertial Navigation
  • Information Science
  • Materials
  • Navigation
  • Observation
  • Software Development
  • Statistics
  • Surveys

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Phased Array Antenna Design.
  • Regression Analysis.