Conference proceeding
Bounded error parameter estimation: A sequential analytic center approach
PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, pp.732-737
1997
DOI: 10.1109/CDC.1997.650722
Abstract
In this paper, a sequential analytic-center approach for bounded error parameter estimation is proposed. The analytic center minimizes the "average" output error and allows an easy-to-compute sequential algorithm. With little computational effort two ellipsoids centered at the analytic center can be obtained as well: One inscribes and the other outscribes the so-called membership set. Finally, a sequential algorithm is presented along with its convergence proof. The complexity of this algorithm in terms of the maximum number of Newton iterations is shown to be linear in the number of observed data points.
Details
- Title: Subtitle
- Bounded error parameter estimation: A sequential analytic center approach
- Creators
- Er-Wei BaiYinyu YeRoberto Tempo
- Resource Type
- Conference proceeding
- Publication Details
- PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, pp.732-737
- DOI
- 10.1109/CDC.1997.650722
- Language
- English
- Date published
- 1997
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984231931302771
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