Maximum Likelihood Analysis of the Total Least Squares Problem with Correlated Errors

John L. Crassidis,Yang Cheng

Maximum Likelihood Analysis of the Total Least Squares Problem with Correlated Errors

2019

John L. Crassidis
Yang Cheng

This paper performs a maximum likelihood analysis of the total least squares problem with Gaussian noise errors and correlated elementwise components in the design matrix. This analysis also includ...

Keywords:

Maximum likelihood
Total least squares
Statistics
Mathematics
maximum likelihood analysis

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