Title :
Parameter estimation in the presence of bounded modeling errors
Author :
Chandrasekaran, S. ; Golub, G.H. ; Gu, M. ; Sayed, A.H.
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
fDate :
7/1/1997 12:00:00 AM
Abstract :
We formulate and solve a new parameter estimation problem in the presence of bounded data uncertainties. The new method is suitable when a priori bounds on the uncertain data are available; its solution guarantees that the effect of the uncertainties will never be unnecessarily overestimated beyond what is reasonably assumed by the a priori bounds.
Keywords :
error analysis; modelling; parameter estimation; uncertain systems; a priori bounds; bounded data uncertainties; bounded modeling errors; parameter estimation; Cost function; Data analysis; Honorary membership; Least squares methods; Measurement errors; Parameter estimation; Robustness; Uncertainty; Upper bound;
Journal_Title :
Signal Processing Letters, IEEE
