Citation
Ew. Bai et al., Convergence results of the analytic center estimator, IEEE AUTO C, 45(3), 2000, pp. 569-572
Citations number
10
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286
→ ACNP
Volume
45
Issue
3
Year of publication
2000
Pages
569 - 572
Database
ISI
SICI code
0018-9286(200003)45:3<569:CROTAC>2.0.ZU;2-1
Abstract
The analytic center approach for bounded error parameter estimation was rec
ently proposed as an alternative to the well-known least squares and Chebys
hev estimates. In this paper, we show the asymptotic performance of this ap
proach and prove that the analytic center converges to the true parameter u
nder mild conditions.