Title :
Set estimation via ellipsoidal approximations
Author :
Sabharwal, Ashutosh ; Potter, Lee
Author_Institution :
Dept. of Electr. Eng., Ohio State Univ., Columbus, OH, USA
fDate :
12/1/1997 12:00:00 AM
Abstract :
We present ellipsoid algorithms for convexly constrained estimation and design problems. The proposed polynomial time algorithms yield both an estimate of the complete set of feasible solutions and a point estimate in the interior. Optimal cutting hyperplanes are derived, and a computationally efficient sequential cut algorithm is proposed and shown to achieve the best existing polynomial time performance bound
Keywords :
approximation theory; estimation theory; polynomials; set theory; signal processing; computationally efficient sequential cut algorithm; convexly constrained estimation; design; ellipsoidal approximations; feasible solutions; optimal cutting hyperplanes; point estimate; polynomial time algorithms; polynomial time performance bound; set estimation; Adaptive filters; Convergence; Covariance matrix; Detectors; Distortion; Fluctuations; Matched filters; Signal design; Signal sampling;
Journal_Title :
Signal Processing, IEEE Transactions on
