• DocumentCode
    313661
  • Title

    Best-fit parameter estimation for a bounded errors-in-variables model

  • Author

    Chandrasekaran, S. ; Golub, Gene H. ; Gu, Ming ; Sayed, Ali H.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
  • Volume
    1
  • fYear
    1997
  • fDate
    4-6 Jun 1997
  • Firstpage
    166
  • Abstract
    We pose and solve a parameter estimation problem in the presence of bounded data uncertainties. The new formulation involves a minimization problem and admits a closed form solution in terms of the unique positive root of a secular equation. It also has interesting connections with errors-in-variables and H methods
  • Keywords
    minimisation; parameter estimation; uncertain systems; H methods; best-fit parameter estimation; bounded data uncertainties; bounded errors-in-variables model; closed form solution; minimization; secular equation positive root; Closed-form solution; Cost function; Degradation; Equations; Error analysis; Filtering; Noise measurement; Noise robustness; Parameter estimation; Uncertainty;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1997. Proceedings of the 1997
  • Conference_Location
    Albuquerque, NM
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-3832-4
  • Type

    conf

  • DOI
    10.1109/ACC.1997.611778
  • Filename
    611778