Robust maximum likelihood estimation in the linear model

Author:

Calafiore Giuseppe,El Ghaoui Laurent

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference24 articles.

1. Asai, T., Hara, S., & Iwasaki, T. (1996). Simultaneous modelling and synthesis for robust control by LFT scaling. Proceedings of 13th IFAC world congress, vol. G, San Francisco, CA, USA (pp. 309–314).

2. Ben-Tal, A., El Ghaoui, L., & Nemirovskii, A. (2000). Robust semidefinite programming. In: R. Saigal, L. Vandenberghe & H. Wolkowicz (Eds.), Handbook of semidefinite programming. Dordrecht, Canada: Kluwer Academic Publishers, Waterloo.

3. The likelihood principle;Berger,1988

4. Component-wise perturbation analysis and error bounds for linear least squares solutions;Björk;BIT,1991

5. Linear matrix inequalities in system and control theory, Studies in Applied Mathematics;Boyd,1994

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