PARAMETER-ESTIMATION IN THE PRESENCE OF BOUNDED MODELING ERRORS

Authors
CHANDRASEKARAN S GOLUB GH GU M SAYED AH
Citation
S. Chandrasekaran et al., PARAMETER-ESTIMATION IN THE PRESENCE OF BOUNDED MODELING ERRORS, IEEE signal processing letters, 4(7), 1997, pp. 195-197
Citations number
8
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE signal processing letters → ACNP
ISSN journal
10709908
Volume
4
Issue
7
Year of publication
1997
Pages
195 - 197
Database
ISI
SICI code
1070-9908(1997)4:7<195:PITPOB>2.0.ZU;2-N
Abstract
We formulate and solve a new parameter estimation problem in the prese nce of bounded data uncertainties. The new method is suitable when a p riori bounds on the uncertain data are available; its solution guarant ees that the effect of the uncertainties will never be unnecessarily o verestimated beyond what is reasonably assumed by the a priori bounds.