Computing the Moore-Penrose inverse for the covariance matrix in constrained nonlinear estimation

SIAM Journal on Optimization

Volumn 6, Issue 3, 1996, Pages 727-747

  Hartmann, Wolfgang M ^a   Hartwig, Robert E ^b  

^a SAS INSTITUTE INC   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Constrained nonlinear estimation; Covariance matrix; MP inverse of Lagrangian matrix

Indexed keywords

EID: 0030303860     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623494260794     Document Type: Article

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