Minimization with few violated constraints and its application in set-membership identification

Er-Wei Bai; H Cho

doi:10.1016/S1474-6670(17)56701-4

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Minimization with few violated constraints and its application in set-membership identification

Journal article

Peer reviewed

Minimization with few violated constraints and its application in set-membership identification

Er-Wei Bai and H Cho

IFAC Proceedings Volumes, Vol.32(2), pp.4112-4117

07/1999

DOI: 10.1016/S1474-6670(17)56701-4

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Abstract

We study the problem of finding an optimal solution satisfying all but k of the given n constraints. A solution is obtained along with an algorithm of the complexity min{O(n. kd), O(n. dk+1)}, where d is the dimension of the problem. We then use the results to solve successfully the problem of robust estimation in the presence of outliers in the setting of bounded error parameter identification. It is shown that the obtained estimate converges to the true but unknown parameter even in the presence of unknown outliers.

identification

optimization

parameter estimation

Details

Title: Subtitle: Minimization with few violated constraints and its application in set-membership identification
Creators: Er-Wei Bai
H Cho - University of Iowa
Resource Type: Journal article
Publication Details: IFAC Proceedings Volumes, Vol.32(2), pp.4112-4117
DOI: 10.1016/S1474-6670(17)56701-4
ISSN: 1474-6670
Language: English
Date published: 07/1999
Academic Unit: Electrical and Computer Engineering
Record Identifier: 9984198002402771

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