FAST AND ROBUST ALGORITHM TO COMPUTE EXACT POLYTOPE PARAMETER BOUNDS

被引：69

作者：

MO, SH

NORTON, JP

机构：

[1] JAGUAR CARS LTD,COVENTRY CV3 4LF,ENGLAND

[2] UNIV BIRMINGHAM,SCH ELECTR & ELECT ENGN,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 1990年 / 32卷 / 5-6期

关键词：

D O I：

10.1016/0378-4754(90)90004-3

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

When bounds on the parameters of a linear-in-the-parameters model are computed, the exact feasible parameter set defined by the bounds (a polytope) is usually approximated by a simpler shape such as an ellipsoid. However, such simpler bounds may be much looser than the exact bounds. A new algorithm for updating the exact bounds is presented and compared with other recently published methods. Computational results illustrate exact polytope-bound updating by this algorithm from records of realistic length.

引用

页码：481 / 493

页数：13

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