• DocumentCode
    1287055
  • Title

    Parameter estimation in the presence of bounded modeling errors

  • Author

    Chandrasekaran, S. ; Golub, G.H. ; Gu, M. ; Sayed, A.H.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
  • Volume
    4
  • Issue
    7
  • fYear
    1997
  • fDate
    7/1/1997 12:00:00 AM
  • Firstpage
    195
  • Lastpage
    197
  • Abstract
    We formulate and solve a new parameter estimation problem in the presence of bounded data uncertainties. The new method is suitable when a priori bounds on the uncertain data are available; its solution guarantees that the effect of the uncertainties will never be unnecessarily overestimated beyond what is reasonably assumed by the a priori bounds.
  • Keywords
    error analysis; modelling; parameter estimation; uncertain systems; a priori bounds; bounded data uncertainties; bounded modeling errors; parameter estimation; Cost function; Data analysis; Honorary membership; Least squares methods; Measurement errors; Parameter estimation; Robustness; Uncertainty; Upper bound;
  • fLanguage
    English
  • Journal_Title
    Signal Processing Letters, IEEE
  • Publisher
    ieee
  • ISSN
    1070-9908
  • Type

    jour

  • DOI
    10.1109/97.596884
  • Filename
    596884
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1287055