Minimum-volume ellipsoids containing compact sets: Application to parameter bounding (Q1345621): Difference between revisions
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Revision as of 19:09, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum-volume ellipsoids containing compact sets: Application to parameter bounding |
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Minimum-volume ellipsoids containing compact sets: Application to parameter bounding (English)
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26 November 1995
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The problem of finding the minimum volume ellipsoid containing a compact subset of the Euclidean space \(\mathbb{R}^p\) is considered. Optimality conditions are derived. Two algorithms -- a vertex-direction algorithm and a fixed point algorithm -- are given. The method is then applied to parameter estimation from data with bounded model-output errors. The results obtained for two linear and a nonlinear example are presented.
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parameter bounding
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bounded error estimation
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minimum volume ellipsoid
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vertex-direction algorithm
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fixed point algorithm
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parameter estimation
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