Title :
A statistical approach to set-membership identification
Author :
Nagaraj, Shirish ; Huang, Yih-Fang
Author_Institution :
Bell Labs., Lucent Technol., Whippany, NJ, USA
Abstract :
Set-membership identification (SMI) is cast in the statistical framework of M-estimation. Generalized adaptive algorithms are developed and it is shown that SMI algorithms are special cases of these. The statistical performance of SMI algorithms is also analyzed
Keywords :
information theory; parameter estimation; set theory; statistical analysis; M-estimation; generalized adaptive algorithms; parameter estimation; set-membership identification; statistical approach; Adaptive algorithm; Algorithm design and analysis; Convergence; Cost function; Estimation error; Least squares approximation; Performance analysis; Resonance light scattering; Statistical analysis; Stochastic processes;
Conference_Titel :
Information Theory, 2001. Proceedings. 2001 IEEE International Symposium on
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-7123-2
DOI :
10.1109/ISIT.2001.935905
