Parameter estimation in the presence of bounded modeling errors

IEEE Signal Processing Letters

Volumn 4, Issue 7, 1997, Pages 195-197

  Chandrasekaran, S ^a   Golub, G H ^b   Gu, M ^c   Sayed, A H ^c  

^a University of California   (United States)

^b Stanford University   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBLEM SOLVING; VECTORS;

BOUNDED MODELING ERRORS;

SIGNAL FILTERING AND PREDICTION;

EID: 0031191821     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/97.596884     Document Type: Article

References (8)

1. G. H. Golub and C. F. Van Loan, Matrix Computations, 3rd ed. Baltimore, MD: Johns Hopkins Univ. Press, 1997.
2. S. V. Huffel and J. Vandewalle, The Total Least Squares Problem: Computational Aspects and Analysis. Philadelphia, PA: SIAM, 1991.
3. ∞-setting," IEEE Trans. Automat. Contr., vol. 36, pp. 151-166, 1991.
4. B. Hassibi, A. H. Sayed, and T. Kailath, "Recursive linear estimation in Krein spaces - Part I: Theory," IEEE Trans. Automat. Contr., vol. 41, pp. 18-33, Jan. 1996.
5. S. Chandrasekaran, G. H. Golub, M. Gu, and A. H. Sayed, "Parameter estimation in the presence of bounded data uncertainties," SIAM J. Matrix Anal. Appl., 1997, to be published.
6. _, "Best-fit parameter estimation for a bounded errors-in-variables model," in Proc. Amer. Control Conf., Albuquerque, NM, June 1997.
7. A. H. Sayed, A. Garulli, and S. Chandrasekaran, "A fast iterative solution for worst-case parameter estimation with bounded model uncertainties," in Proc. Amer. Control Conf., Albuquerque, NM, June 1997.
8. L. E. Ghaoui and H. Lebret, "Robust solutions to least squares problems with uncertain data." SIAM J. Matrix Anal. Appl., to be published.