Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Linear inverse problems in computer vision, including motion estimation, shape fitting and image reconstruction, give rise to parameter estimation problems with highly correlated errors in variables. Established total least squares methods estimate the most likely corrections Acirc and bcirc to a given data matrix [A, b] perturbed by additive Gaussian noise, such that there exists a solution y with [A + Acirc, b +bcirc]y = 0. In practice, regression imposes a more restrictive constraint namely the existence of a solution x with [A + Acirc]x = [b + bcirc]. In addition, more complicated correlations arise canonically from the use of linear filters. , therefore, propose a maximum likelihood estimator for regression in the general case of arbitrary positive definite covariance matrices.  show that Acirc, bcirc and x can be found simultaneously by the unconstrained minimization of a multivariate polynomial which can, in principle, be carried out by means of a Grobner basis. Results for plane fitting and optical flow computation indicate the superiority of the proposed method.
['Bjoern Andres', 'Claudia Kondermann', 'Daniel Kondermann', 'Ullrich Köthe', 'Fred A. Hamprecht', 'Christoph S. Garbe']
I am writing a research paper on a idea On errors-in-variables regression with arbitrary covariance and its application to optical flow estimation
[{"from": "human", "value": "I am writing a research paper on a idea On errors-in-variables regression with arbitrary covariance and its application to optical flow estimation"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Linear inverse problems in computer vision, including motion estimation, shape fitting and image reconstruction, give rise to parameter estimation problems with highly correlated errors in variables. Established total least squares methods estimate the most likely corrections Acirc and bcirc to a given data matrix [A, b] perturbed by additive Gaussian noise, such that there exists a solution y with [A + Acirc, b +bcirc]y = 0. In practice, regression imposes a more restrictive constraint namely the existence of a solution x with [A + Acirc]x = [b + bcirc]. In addition, more complicated correlations arise canonically from the use of linear filters. , therefore, propose a maximum likelihood estimator for regression in the general case of arbitrary positive definite covariance matrices.  show that Acirc, bcirc and x can be found simultaneously by the unconstrained minimization of a multivariate polynomial which can, in principle, be carried out by means of a Grobner basis. Results for plane fitting and optical flow computation indicate the superiority of the proposed method."}]