Estimation of parameter bounds from bounded-error data: a survey

Eric Walter and Hélène Piet-Lahanier

Mathematics and Computers in Simulation (MATCOM), 1990, vol. 32, issue 5, 449-468

Abstract: Set-membership techniques for estimating parameters from uncertain data are reviewed. Contrary to the prevailing usage, the error in the data is not considered as a random variable with known or parameterized probability density function. Instead, the error is assumed to lie between some known upper and lower bounds. One is then looking for a suitable characterization of the set of all parameter vectors consistent with the model structure, data, and bounds on the errors.

Date: 1990
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:32:y:1990:i:5:p:449-468

DOI: 10.1016/0378-4754(90)90002-Z

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