Parameter estimation in the presence of bounded modeling errors
- 1 July 1997
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Signal Processing Letters
- Vol. 4 (7) , 195-197
- https://doi.org/10.1109/97.596884
Abstract
We formulate and solve a new parameter estimation problem in the presence of bounded data uncertainties. The new method is suitable when a priori bounds on the uncertain data are available; its solution guarantees that the effect of the uncertainties will never be unnecessarily overestimated beyond what is reasonably assumed by the a priori bounds.Keywords
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