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l 2 projection in bounded‐error estimation
Author(s) -
Keesman Karel J.
Publication year - 1995
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.4480090108
Subject(s) - bounded function , bounding overwatch , projection (relational algebra) , mathematics , interval (graph theory) , least squares function approximation , set (abstract data type) , dykstra's projection algorithm , estimation theory , algorithm , mathematical optimization , computer science , mathematical analysis , combinatorics , statistics , artificial intelligence , estimator , programming language
The problem of parameter estimation from bounded‐error data is considered. In particular, the possibilities of using an l 2 projection (least squares) procedure are explored. Exact as well as approximate (polytopic) outer‐bounding solutions are proposed. the main properties and difficulties in implementation of the l 2 projection procedures are discussed and illustrated. Since these methods appear to be computationally cumbersome when the number of measurements is large, a simpler (rectangular) characterization of the solution set, as a result of natural interval calculations, is proposed and discussed.

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