Convergence results of the analytic center estimator

descriptionPublicationkeyboard_double_arrow_right Article 01 Mar 2000Publisher:Institute of Electrical and Electronics Engineers (IEEE)Journal:IEEE Transactions on Automatic Control, volume 45, pages 569-572 (issn: 0018-9286,

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Authors: Er-Wei Bai; Minyue Fu 0001; Roberto Tempo; Yinyu Ye 0001;

doi: 10.1109/9.847746

Convergence results of the analytic center estimator

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Abstract

The paper studies convergence properties of a method, the analytic center, for bounded error parameter estimation in a regression setup. The analytic center estimator is an alternative to least squares and Chebyshev estimators. The authors show that under mild conditions this estimator converges in norm to the true parameter.

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Keywords

Estimation and detection in stochastic control theory, bounded error parameter estimator, analytic center, convergence analysis

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