Conference proceeding
Analytic center approach to parameter estimation: convergence analysis
Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98 (Cat. No.98CH36181), Vol.4, pp.2293-2296 vol.4
1998
DOI: 10.1109/ICASSP.1998.681607
Abstract
The so-called analytic center approach to parameter estimation has been proposed as an alternative to the well-known least squares approach. This new approach offers a parameter estimate that is consistent with the past data observations, has a simple geometric interpretation, and is computable sequentially. We study the asymptotic performance of the analytic center approach and show that the resulting estimate converges to the true parameter asymptotically, provided some mild conditions are satisfied. These conditions involve some weak persistent excitation and independence between noise and regressor, similar to the least squares case. This result is used to derive a new parameter estimation approach which offers both good transient and asymptotic performance.
Details
- Title: Subtitle
- Analytic center approach to parameter estimation: convergence analysis
- Creators
- Er-Wei Bai - Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USAMinyue Fu - University of NewcastleR Tempo - Polytechnic University of TurinYinyu Ye - University of Iowa
- Resource Type
- Conference proceeding
- Publication Details
- Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98 (Cat. No.98CH36181), Vol.4, pp.2293-2296 vol.4
- Publisher
- IEEE
- DOI
- 10.1109/ICASSP.1998.681607
- ISSN
- 1520-6149
- eISSN
- 2379-190X
- Language
- English
- Date published
- 1998
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984197301002771
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