Bounded error parameter estimation: A sequential analytic center approach

被引：0
|
作者：
Bai, EW [1 ]
Ye, YY [1 ]
Tempo, R [1 ]
机构：
[1] Univ Iowa, Dept Elect & Comp Engn, Iowa City, IA 52242 USA
来源：
PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 1997年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, a sequential analytic-center approach for bounded error parameter estimation is proposed. The analytic center minimizes the "average" output error and allows an easy-to-compute sequential algorithm. With little computational effort two ellipsoids centered at the analytic center can be obtained as well: One inscribes and the other outscribes the so-called membership set. Finally, a sequential algorithm is presented along with its convergence proof. The complexity of this algorithm in terms of the maximum number of Newton iterations is shown to be linear in the number of observed data points.
引用
收藏
页码：732 / 737
页数：6
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