Reliable minimax parameter estimation (Q5935377)
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scientific article; zbMATH DE number 1610164
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reliable minimax parameter estimation |
scientific article; zbMATH DE number 1610164 |
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Reliable minimax parameter estimation (English)
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9 June 2002
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This paper deals with the minimax parameter estimation of nonlinear parametric models from experimental data. Taking advantage of the special structure of the minimax problem, a new efficient and reliable algorithm based on interval constrained propagation is proposed. As an illustration, the ill-conditioned problem of estimating the parameters of a two-exponential model is considered. A comparison with some classical local minimization methods is given.
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minimax parameter estimation
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nonlinear regression
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Chebyshev problem
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interval constrained propagation
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experimental data
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algorithm
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ill-conditioned problem
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