Book chapter
Recent results on the analytic center approach for bounded error parameter estimation
Learning, control and hybrid systems, pp.245-253
Lecture Notes in Control and Information Sciences, Springer London
09/27/2007
DOI: 10.1007/BFb0109732
Abstract
In this paper, we present an overview of some recent work [5] on the so-called analytic center approach for bounded error parameter estimation. First, we discuss the optimality properties of well-known algorithms such as the Chebychev center, the projection and the min-max estimates. Subsequently, we propose the analytic center as an alternative algorithm for recursive estimation. We show that the analytic center minimizes the output error and, on the contrary of other estimates like Chebychev, allows for an easy-to-compute sequential algorithm. We argue that the maximum number of Newton iterations required to evaluate a sequence of analytic centers is linear in the number of observed data points and it is comparable to the complexity of off-line algorithms for estimating a single analytic center. Finally, we briefly discuss a number of open problems which are currently under investigation.
Details
- Title: Subtitle
- Recent results on the analytic center approach for bounded error parameter estimation
- Creators
- Er-Wei BaiRoberto TempoYinyu Ye
- Resource Type
- Book chapter
- Publication Details
- Learning, control and hybrid systems, pp.245-253
- Publisher
- Springer London; London
- Series
- Lecture Notes in Control and Information Sciences
- DOI
- 10.1007/BFb0109732
- eISSN
- 1610-7411
- ISSN
- 0170-8643
- Language
- English
- Date published
- 09/27/2007
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984083261802771
Metrics
9 Record Views