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系统科学与数学 1984
LEAST SQUARE ESTIMATION WITH LINEAR INEQUALITY CONSTRAINTS
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Abstract:
A new method for searching for the solution to the least square estimation withlinear inequality constraints is proposed on the basis of sufficient or necessary con-ditions of the solution given in this paper.Compared with enumeration the newapproach can significantly decrese calculation.Finally the applicability of the sug-gested method is illustrated with a numerical example.