scispace - formally typeset
Proceedings ArticleDOI

Estimation in the presence of multiple sources of uncertainties with applications

Reads0
Chats0
TLDR
An estimation technique for problems that involve multiple sources of uncertainties or errors in the data that allows the designer to explicitly incorporate into the problem formulation bounds on the sizes of the uncertainties; thus leading to solutions that will not over-emphasize the effects of the uncertainty beyond what is assumed by the prior information.
Abstract
We develop an estimation technique for problems that involve multiple sources of uncertainties or errors in the data. The method allows the designer to explicitly incorporate into the problem formulation bounds on the sizes of the uncertainties; thus leading to solutions that will not over-emphasize the effects of the uncertainties beyond what is assumed by the prior information. Applications in array signal processing and image processing are considered.

read more

Citations
More filters
Journal ArticleDOI

Estimation and control with bounded data uncertainties

TL;DR: In this paper, the authors describe estimation and control strategies for models with bounded data uncertainties, referred to them as BDU estimation and BDU control methods, which are based on constrained game-type formulations that allow the designer to explicitly incorporate into the problem statement a priori information about bounds on the sizes of the uncertainties.
Book ChapterDOI

Design criteria for uncertain models with structured and unstructured uncertainties

TL;DR: This paper introduces and solves a weighted game-type cost criterion for estimation and control purposes that allows for a general class of uncertainties in the model or data.
Journal ArticleDOI

An Efficient Algorithm for a Bounded Errors-in-Variables Model

TL;DR: This work poses and solves a parameter estimation problem in the presence of bounded data uncertainties and admits a closed form solution in terms of the positive root of a secular equation.
Journal ArticleDOI

Data Fitting Problems with Bounded Uncertainties in the Data

TL;DR: An analysis of a class of data fitting problems, where the data uncertainties are subject to known bounds, is given in a very general setting and it is shown how such problems can be posed in a computationally convenient form.
Proceedings ArticleDOI

Source localization and time delay estimation using constrained least-squares and best-path smoothing

TL;DR: In this paper, the authors provide several effective source localization and propagation velocity estimation methods which only use measurements of the relative arrival time delays between sensors, based on least squares, total least square, bounded data uncertainty, and constrained least squares methods.
References
More filters
Journal ArticleDOI

Two decades of array signal processing research: the parametric approach

TL;DR: The article consists of background material and of the basic problem formulation, and introduces spectral-based algorithmic solutions to the signal parameter estimation problem and contrast these suboptimal solutions to parametric methods.
Journal ArticleDOI

Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter

TL;DR: The generalized cross-validation (GCV) method as discussed by the authors is a generalized version of Allen's PRESS, which can be used in subset selection and singular value truncation, and even to choose from among mixtures of these methods.
Book

The Total Least Squares Problem: Computational Aspects and Analysis

TL;DR: This paper presents a meta-analyses of the relationships between total least squares estimation and classical linear regression in Multicollinearity problems and some of the properties of these relationships are explained.
Journal ArticleDOI

Space-time processing for wireless communications

TL;DR: This article focuses largely on the receive (mobile-to-base station) time-division multiple access (TDMA) (nonspread modulation) application for high-mobility networks and describes a large cell propagation channel and develops a signal model incorporating channel effects.
Journal ArticleDOI

Parameter Estimation in the Presence of Bounded Data Uncertainties

TL;DR: In this paper, the authors formulate and solve a new parameter estimation problem in the presence of data uncertainties, which is suitable when a priori bounds on the uncertain data are available, and its solution leads to more meaningful results, especially when compared with other methods such as total least squares and robust estimation.
Related Papers (5)