Analytic center and maximum likelihood estimators

Er-Wei Bai; Minyue Fu; R Tempo; Yinyu Ye

doi:10.1109/CDC.1998.758458

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Conference proceeding

Analytic center and maximum likelihood estimators

Er-Wei Bai, Minyue Fu, R Tempo and Yinyu Ye

Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171), Vol.2, pp.1295-1296 vol.2

IEEE Conference on Decision and Control (Tampa, Florida, 12/18/1998 - 12/19/1998)

1998

DOI: 10.1109/CDC.1998.758458

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Abstract

The purpose of this paper is to show that the analytic center, originally proposed for identification in a bounded error setting, is a maximum likelihood estimator for a class of probability distributions.

Chebyshev approximation

Density functional theory

Least squares approximation

Maximum likelihood estimation

Noise measurement

Probability density function

Probability distribution

Random variables

State estimation

System identification

Details

Title: Subtitle: Analytic center and maximum likelihood estimators
Creators: Er-Wei Bai - Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Minyue Fu
R Tempo
Yinyu Ye
Resource Type: Conference proceeding
Publication Details: Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171), Vol.2, pp.1295-1296 vol.2
Conference: IEEE Conference on Decision and Control (Tampa, Florida, 12/18/1998 - 12/19/1998)
Publisher: IEEE
DOI: 10.1109/CDC.1998.758458
ISSN: 0191-2216
Language: English
Date published: 1998
Academic Unit: Electrical and Computer Engineering
Record Identifier: 9984198002302771

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