Using a priori data to refine parameter estimates

MaRDI QIDQ1111519zbMATH OpenFDO

Authors P. S. Shcherbakov

Publication date 1988

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

a priori dataleast squaresrefined estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Estimation and detection in stochastic control theory (93E10)

Review text

A procedure is proposed for considering a priori data that for a parameter being estimated the true value is a member of some set. This procedure is contained in projecting estimates of the least squares for an a priori set. We prove that in many cases, when the true value lies on the boundary, a uniform increase in estimation accuracy that is independent of the number of observations occurs. The procedure is used to obtain refined estimates for symmetric and nonnegative definite matrices.

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Cited in

(2)

• An approach to experimental computation of an anisotropic viscoelastic plate stiffnesses
• Parameter identification using prior information†

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