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An optimal volume ellipsoid algorithm for parameter set estimation

โœ Scribed by M. Cheung; S. Yurkovich; K. Passino


Book ID
126647017
Publisher
IEEE
Year
1993
Tongue
English
Weight
534 KB
Volume
38
Category
Article
ISSN
0018-9286

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Sunnnary--The minimization, with respect to a set of parameters, of the maximum, with respect to another set of parameters, of a scalar performance index is considered. An algorithm for generating a sequence with a limit point which satisfies a necessary condition for a minimax solution is presented