A Note on Applying the BCH Method Under Linear Equality and Inequality Constraints
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Classification"
DOI: 10.1007/s00357-018-9298-2
Abstract: Researchers often wish to relate estimated scores on latent variables to exogenous covariates not previously used in analyses. The BCH method corrects for asymptotic bias in estimates due to these scores’ uncertainty and has been… read more here.
Keywords: equality; bch method; linear equality; applying bch ... See more keywords
The revisited total least squares problems with linear equality constraint
Sign Up to like & getrecommendations! Published in 2020 at "Applied Numerical Mathematics"
DOI: 10.1016/j.apnum.2019.11.021
Abstract: Abstract The total least squares problem with linear equality constraint is proved to be approximated by an unconstrained total least squares problem with a large weight on the constraint. A criterion for choosing the weighting… read more here.
Keywords: equality constraint; linear equality; total least; least squares ... See more keywords
Robust Kalman Smoothers With Linear Equality Constraints
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Control Systems Letters"
DOI: 10.1109/lcsys.2021.3122456
Abstract: It is well known that the Kalman filter (KF) performance is clearly degraded in real-life applications where the system model is misspecified to a certain extent, that is, when the assumed knowledge does not perfectly… read more here.
Keywords: robust kalman; linearly constrained; equality constraints; linear equality ... See more keywords
An Online Newton’s Method for Time-Varying Linear Equality Constraints
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Control Systems Letters"
DOI: 10.1109/lcsys.2023.3247359
Abstract: We consider online optimization problems with time-varying linear equality constraints. In this framework, an agent makes sequential decisions using only prior information. At every round, the agent suffers an environment-determined loss and must satisfy time-varying… read more here.
Keywords: time; equality constraints; linear equality; time varying ... See more keywords