Weighted average errors in set-membership estimation (Q1411656)

The author considers the average behavior of estimation algorithms based on corrupted information, with values in a subspace of the problem element space. The paper deals with an optimal algorithm and derives exact error formulae in Euclidean norms in problem element and information spaces. The author shows the dependency of the errors on basic components of the problem. Extension to non-Euclidean norms in the information space is performed. Applications are only pointed at but not treated in this paper.