Minimum-volume ellipsoids containing compact sets: Application to parameter bounding
✍ Scribed by Luc Pronzato; Eric Walter
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 773 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0005-1098
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✦ Synopsis
Methods derived from experimental design are used to construct algorithms for the determination of the minimum-volume ellipsoid containing a compact set, which is smaller than that obtained by the best methods available so far in the context of parameter bounding.
Key Words~Parameter estimation; parameter bounding; minimum-volume ellipsoid; experimental design; bounded-error estimation.
AIl~ilraet--The problem of finding the minimum-volume ellipsoid containing a compact set Z is shown to be equivalent to the determination of an optimal distribution of weights over Z. Several equivalent conditions for optimality of this distribution are obtained, and used to construct algorithms guaranteed to converge to the optimum. These algorithms can be used to approximate the posterior feasible set for the parameters of a model in the bounded-error context. Linear and nonlinear illustrative examples are treated.