Journal article
Optimization with few violated constraints for linear bounded error parameter estimation
IEEE transactions on automatic control, Vol.47(7), pp.1067-1077
07/2002
DOI: 10.1109/TAC.2002.800644
Abstract
In the context of linear constrained optimization, we study the problem of finding an optimal solution satisfying all but k of the given n constraints. A solution is obtained by means of an algorithm of the complexity min{O(n/spl middot/k/sup d/), O(n/spl middot/d/sup k+1/)}, where d is the dimension of the problem. We then use these results to solve the problem of robust identification in the presence of outliers in the setting of bounded error parameter identification. Finally, we show that the estimate obtained converges to the true but unknown parameter in the presence of outliers.
Details
- Title: Subtitle
- Optimization with few violated constraints for linear bounded error parameter estimation
- Creators
- Er-Wei Bai - Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USAHyonyong Cho - Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USAR TempoYinyu Ye
- Resource Type
- Journal article
- Publication Details
- IEEE transactions on automatic control, Vol.47(7), pp.1067-1077
- Publisher
- IEEE
- DOI
- 10.1109/TAC.2002.800644
- ISSN
- 0018-9286
- eISSN
- 1558-2523
- Language
- English
- Date published
- 07/2002
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984083299002771
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