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
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;
Conference_Titel :
American Control Conference, 1997. Proceedings of the 1997
Conference_Location :
Albuquerque, NM
Print_ISBN :
0-7803-3832-4
DOI :
10.1109/ACC.1997.611778
