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Avtomatika i Telemekhanika, 1986, Issue 4, Pages 127–131 (Mi at7471)  
Developing Systems

Linear regression with restrictions on the coefficients of correlation

Yu. M. Tsodikov

Moscow
Full-text PDF (799 kB)
Abstract: The parameters of a linear process model are determined from a regression equation with prior data on the model input and output correlation coefficients represented as the range of possible coefficients. The solution is reducible to quadratic programming.

Received: 24.12.1984
Bibliographic databases:
Document Type: Article
UDC: 62-505.72, 519.272
Language: Russian
Citation: Yu. M. Tsodikov, “Linear regression with restrictions on the coefficients of correlation”, Avtomat. i Telemekh., 1986, no. 4, 127–131; Autom. Remote Control, 47 (1986), 548–552
Citation in format AMSBIB
\Bibitem{Tso86}
\by Yu.~M.~Tsodikov
\paper Linear regression with restrictions on the coefficients of correlation
\jour Avtomat. i Telemekh.
\yr 1986
\issue 4
\pages 127--131
\mathnet{http://mi.mathnet.ru/at7471}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=848405}
\zmath{https://zbmath.org/?q=an:0624.62066}
\transl
\jour Autom. Remote Control
\yr 1986
\vol 47
\pages 548--552
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