Recursive computation of inner bounds for the parameters of linear models

DOI10.1080/00207178908953508zbMath0694.93092OpenAlexW2052220965MaRDI QIDQ3470375

John P. Norton

Publication date: 1989

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178908953508

zbMATH Keywords

linear regression-type modelsmaximum-volume ellipsoidal inner boundsMinimum-volume ellipsoidal outer bounds

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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Cites Work

• On the value of information in system identification-bounded noise case
• Estimation theory and uncertainty intervals evaluation in presence of unknown but bounded errors: Linear families of models and estimators