Parameter estimation in the presence of bounded modeling errors

被引：27

作者：

Chandrasekaran, S

Golub, GH

Gu, M

Sayed, AH

机构：

[1] STANFORD UNIV,DEPT COMP SCI,STANFORD,CA 94305

[2] UNIV CALIF LOS ANGELES,DEPT MATH,LOS ANGELES,CA 90095

[3] UNIV CALIF LOS ANGELES,DEPT ELECT ENGN,LOS ANGELES,CA 90095

来源：

IEEE SIGNAL PROCESSING LETTERS | 1997年 / 4卷 / 07期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1109/97.596884

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

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.

引用

页码：195 / 197

页数：3

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