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Computing covariance matrices for constrained nonlinear large scale parameter estimation problems using Krylov subspace methods

In the paper we show how, based on the preconditioned Krylov subspace methods, to compute the covariance matrix of parameter estimates, which is crucial for efficient methods of optimum experimental design.

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Bibliographische Detailangaben
Hauptverfasser: Kostina, Ekaterina (VerfasserIn) , Kostjukova, Ol'ga I. (VerfasserIn)
Dokumenttyp: Kapitel/Artikel
Sprache:Englisch
Veröffentlicht: 2012
In: Constrained Optimization and Optimal Control for Partial Differential Equations
Year: 2011, Pages: 197-212
DOI:10.1007/978-3-0348-0133-1_11
Online-Zugang:Resolving-System, Volltext: http://dx.doi.org/10.1007/978-3-0348-0133-1_11
Verlag, Volltext: https://link.springer.com/chapter/10.1007/978-3-0348-0133-1_11
Volltext
Verfasserangaben:Ekaterina Kostina, Olga Kostyukova

MARC

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