Set estimation via ellipsoidal approximations

Ashutosh Sabharwal; Lee Potter

doi:10.1109/78.650275

Set estimation via ellipsoidal approximations

Ashutosh Sabharwal, Lee Potter

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

We present ellipsoid algorithms for convexly constrained estimation and design problems. The proposed polynomial time algorithms yield both an estimate of the complete set of feasible solutions and a point estimate in the interior. Optimal cutting hyperplanes are derived, and a computationally efficient sequential cut algorithm is proposed and shown to achieve the best existing polynomial time performance bound.

Original language	English (US)
Pages (from-to)	3107-3112
Number of pages	6
Journal	IEEE Transactions on Signal Processing
Volume	45
Issue number	12
DOIs	https://doi.org/10.1109/78.650275
State	Published - Dec 1997

ASJC Scopus subject areas

Signal Processing
Electrical and Electronic Engineering

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10.1109/78.650275

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title = "Set estimation via ellipsoidal approximations",

abstract = "We present ellipsoid algorithms for convexly constrained estimation and design problems. The proposed polynomial time algorithms yield both an estimate of the complete set of feasible solutions and a point estimate in the interior. Optimal cutting hyperplanes are derived, and a computationally efficient sequential cut algorithm is proposed and shown to achieve the best existing polynomial time performance bound.",

author = "Ashutosh Sabharwal and Lee Potter",

year = "1997",

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doi = "10.1109/78.650275",

language = "English (US)",

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AU - Sabharwal, Ashutosh

AU - Potter, Lee

PY - 1997/12

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AB - We present ellipsoid algorithms for convexly constrained estimation and design problems. The proposed polynomial time algorithms yield both an estimate of the complete set of feasible solutions and a point estimate in the interior. Optimal cutting hyperplanes are derived, and a computationally efficient sequential cut algorithm is proposed and shown to achieve the best existing polynomial time performance bound.

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JO - IEEE Transactions on Signal Processing

JF - IEEE Transactions on Signal Processing

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Set estimation via ellipsoidal approximations

Abstract

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