Journal article
Convergence of optimal sequential outer bounding sets in bounded error parameter estimation
Mathematics and computers in simulation, Vol.49(6), pp.307-317
1999
DOI: 10.1016/S0378-4754(99)00091-9
Abstract
It is shown in the paper that if the noise is a sequence of random variables and the noise bound is tight, the optimal sequential outer bounding parallelotope and orthotope do not converge in general although the optimal sequential outer bounding ellipsoid converge to a singleton with probability 1.
Details
- Title: Subtitle
- Convergence of optimal sequential outer bounding sets in bounded error parameter estimation
- Creators
- Er-Wei Bai - Department of Elect. and Comp. Engineering, University of Iowa, Iowa City, IA 52242, USAYih-Fang Huang - Department of Electrical Engineering, University of Notre Dame, Notre Dame, IN 46556, USA
- Resource Type
- Journal article
- Publication Details
- Mathematics and computers in simulation, Vol.49(6), pp.307-317
- Publisher
- Elsevier B.V
- DOI
- 10.1016/S0378-4754(99)00091-9
- ISSN
- 0378-4754
- eISSN
- 1872-7166
- Language
- English
- Date published
- 1999
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984083221602771
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