Title :
Automatic bound estimation: a practical development in optimal bounding ellipsoid processing
Author :
Lin, T.M. ; Nayeri, M. ; Deller, J.R., Jr.
Author_Institution :
Dept. of Electr. Eng., Michigan State Univ., East Lansing, MI, USA
Abstract :
Practical application of optimal bounding ellipsoid identification is made possible by the optimal bounding ellipsoid algorithm with automatic bound estimation (OBE-ABE), which automatically estimates model error bounds. Lack of tenable bounds in many real problems has rendered these interesting new methods impractical. OBE-ABE is consistently convergent under proven conditions, and offers significant computational advantages.
Keywords :
convergence of numerical methods; optimisation; parameter estimation; signal processing; OBE-ABE; automatic bound estimation; computation; convergence; ellipsoid identification; model error bounds; optimal bounding ellipsoid processing; Computational efficiency; Ellipsoids; Least squares approximation; Noise robustness; Parameter estimation; Resonance light scattering; Signal processing algorithms; State estimation; System identification; Technological innovation;
Journal_Title :
Signal Processing Letters, IEEE
