L(2) PROJECTION IN BOUNDED-ERROR ESTIMATION

The problem of parameter estimation from bounded-error data is conside red. In particular, the possibilities of using an l(2) projection (lea st squares) procedure are explored. Exact as well as approximate (poly topic) outer-bounding solutions are proposed. The main properties and difficulties in implementation of the l(2) projection procedures are d iscussed and illustrated. Since these methods appear to be computation ally cumbersome when the number of measurements is large, a simpler (r ectangular) characterization of the solution set, as a result of natur al interval calculations, is proposed and discussed.