Reliable Minimax Parameter Estimation

Reliable Minimax Parameter Estimation This paper deals with the minimax parameter estimation of nonlinear parametric models from experimental data. Taking advantage of the special structure of the minimax problem, a new efficient and reliable algorithm based on interval constraint propagation is proposed. As an illustration, the ill-conditioned problem of estimating the parameters of a two-exponential model is considered. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Reliable Computing Springer Journals

Reliable Minimax Parameter Estimation

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Publisher
Springer Journals
Copyright
Copyright © 2001 by Kluwer Academic Publishers
Subject
Mathematics; Numeric Computing; Approximations and Expansions; Computational Mathematics and Numerical Analysis; Mathematical Modeling and Industrial Mathematics
ISSN
1385-3139
eISSN
1573-1340
D.O.I.
10.1023/A:1011451021517
Publisher site
See Article on Publisher Site

Abstract

This paper deals with the minimax parameter estimation of nonlinear parametric models from experimental data. Taking advantage of the special structure of the minimax problem, a new efficient and reliable algorithm based on interval constraint propagation is proposed. As an illustration, the ill-conditioned problem of estimating the parameters of a two-exponential model is considered.

Journal

Reliable ComputingSpringer Journals

Published: Oct 3, 2004

References

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