Bounded-error parameter estimation: Noise models and recursive algorithms (Q1923018): Difference between revisions
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Revision as of 02:25, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounded-error parameter estimation: Noise models and recursive algorithms |
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Bounded-error parameter estimation: Noise models and recursive algorithms (English)
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1 October 1996
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The paper deals with basic issues associated with the set membership approach to bounded noise parameter estimation problems: estimates consistency, structure of the experimental data and the a priori information about the noise. A relationship between various noise models (noise upper bounds) and the `size' of the set of parameter estimates being consistent with the data and the a priori information is established. Next, the efficient recursive estimation algorithms, producing parameter estimates that converge to the membership set, are presented for most commonly considered noise models. Also a recursive membership set parameter estimation method that is worst-case optimal is proposed.
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set membership
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bounded noise parameter estimation
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consistency
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recursive estimation algorithms
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