Convergence of optimal sequential outer bounding sets in bounded error parameter estimation

Er-Wei Bai and Yih-Fang Huang

Mathematics and Computers in Simulation (MATCOM), 1999, vol. 49, issue 6, 307-317

Abstract: It is shown in the paper that if the noise is a sequence of random variables and the noise bound is tight, the optimal sequential outer bounding parallelotope and orthotope do not converge in general although the optimal sequential outer bounding ellipsoid converge to a singleton with probability 1.

Date: 1999
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