Code for Regularized Robust Estimation

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Supported in part by:
NSF grants MIP-9409319, MIP-9796147, CCR-9734290, ECS-9820765.

References:

  • A. H. Sayed, “A framework for state-space estimation with uncertain models,” IEEE Trans. Aut. Control, vol. 46, no. 7, pp. 998-1013, July 2001. [pdf]
  • A. H. Sayed, V. H. Nascimento, and S. Chandrasekaran, “Estimation and control with bounded data uncertainties,” Linear Algebra and Its Applications, vol. 284, pp. 259-306, Nov. 1998. [pdf]
  • A. H. Sayed, V. H. Nascimento, and F. A. M. Cipparrone, “A regularized robust design criterion for uncertain data,” SIAM J. Matrix Analysis and Applications, vol. 23, no. 4, 1120-1142, 2002. [pdf]
  • S. Chandrasekaran, G. Golub, M. Gu, and A. H. Sayed, “Parameter estimation in the presence of bounded data uncertainties,” SIAM. J. Matrix Anal. Appl., vol. 19, no. 1, pp. 235-252, Jan. 1998. [pdf]
  • S. Chandrasekaran, G. Golub, M. Gu, and A. H. Sayed, “Parameter estimation in the presence of bounded modeling errors,” IEEE Signal Processing Letters, vol. 4, no. 7, pp. 195-197, July 1997. [pdf]