• DocumentCode
    1251925
  • Title

    Set estimation via ellipsoidal approximations

  • Author

    Sabharwal, Ashutosh ; Potter, Lee

  • Author_Institution
    Dept. of Electr. Eng., Ohio State Univ., Columbus, OH, USA
  • Volume
    45
  • Issue
    12
  • fYear
    1997
  • fDate
    12/1/1997 12:00:00 AM
  • Firstpage
    3107
  • Lastpage
    3112
  • Abstract
    We present ellipsoid algorithms for convexly constrained estimation and design problems. The proposed polynomial time algorithms yield both an estimate of the complete set of feasible solutions and a point estimate in the interior. Optimal cutting hyperplanes are derived, and a computationally efficient sequential cut algorithm is proposed and shown to achieve the best existing polynomial time performance bound
  • Keywords
    approximation theory; estimation theory; polynomials; set theory; signal processing; computationally efficient sequential cut algorithm; convexly constrained estimation; design; ellipsoidal approximations; feasible solutions; optimal cutting hyperplanes; point estimate; polynomial time algorithms; polynomial time performance bound; set estimation; Adaptive filters; Convergence; Covariance matrix; Detectors; Distortion; Fluctuations; Matched filters; Signal design; Signal sampling;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.650275
  • Filename
    650275
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1251925