Title :
Convergence results of the analytic center estimator
Author :
Bai, Er-Wei ; Fu, Minyue ; Tempo, Roberto ; Ye, Yinyu
Author_Institution :
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
fDate :
3/1/2000 12:00:00 AM
Abstract :
The analytic center approach for bounded error parameter estimation was recently proposed as an alternative to the well-known least squares and Chebyshev estimates. In this paper, we show the asymptotic performance of this approach and prove that the analytic center converges to the true parameter under mild conditions
Keywords :
convergence; discrete time systems; parameter estimation; set theory; SISO systems; analytic center estimator; bounded error; convergence; discrete time systems; identification; parameter estimation; set theory; Convergence; Differential equations; Interpolation; Linearity; Motion analysis; Motion control; Open loop systems; Orbits; Oscillators; State feedback;
Journal_Title :
Automatic Control, IEEE Transactions on
