Parameter estimation algorithms for a set-membership description of uncertainty
Automatica (Journal of IFAC)
Optimal estimation theory for dynamic systems with set membership uncertainty: an overview
Automatica (Journal of IFAC)
Solution Methodologies for the Smallest Enclosing Circle Problem
Computational Optimization and Applications
Regularization in Regression with Bounded Noise: A Chebyshev Center Approach
SIAM Journal on Matrix Analysis and Applications
A Minimax Chebyshev Estimator for Bounded Error Estimation
IEEE Transactions on Signal Processing
Ellipsoidal parameter or state estimation under model uncertainty
Automatica (Journal of IFAC)
| Hi-index | 22.14 |
The parameter or state estimation with bounded noises is getting increasingly important in many applications of practical systems with some uncertainties. The problem to estimate a deterministic parameter or state which is known to lie in an intersection of some ellipsoids can be formulated to find the Chebyshev center of the intersection set in the case of l"2 norm of the estimation error. In this paper, an appropriate positive semidefinite relaxation of non-convex optimization problem is derived, and then a new algorithm for robust minimax estimation is provided. Some examples are given to compare the approximate estimate with the existing relaxed Chebyshev center.