Weighted average errors in set-membership estimation
type: Item
instance of: scholarly article
title: Weighted average errors in set-membership estimation
zbMATH Open document ID: 1056.93013
author: Bolesław Kacewicz
published in: MCSS. Mathematics of Control, Signals, and Systems
publication date: 2003-10-29T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93B30
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93C41
Mathematics Subject Classification ID: 93E24
zbMATH DE Number: 1998226
zbMATH Keywords: system identification
zbMATH Keywords: weighted least squares
zbMATH Keywords: average behavior
zbMATH Keywords: optimal algorithm
zbMATH Keywords: information space
reviewed by: Yves Cherruault
MaRDI profile type: Publication
full work available at URL: s00498-003-0135-7
OpenAlex ID: W2045018165
DOI: 10.1007/S00498-003-0135-7
description: scientific article; zbMATH DE number 1998226