Set estimation via ellipsoidal approximations

Ashutosh Sabharwal; Lee Potter

Set estimation via ellipsoidal approximations

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

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)	31073112
Number of pages	1
Journal	IEEE Transactions on Signal Processing
Volume	45
Issue number	12
State	Published - 1997

ASJC Scopus subject areas

Signal Processing
Electrical and Electronic Engineering

Cite this

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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.",

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T1 - Set estimation via ellipsoidal approximations

AU - Sabharwal, Ashutosh

AU - Potter, Lee

PY - 1997

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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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M3 - Article

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SN - 1053-587X

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JO - IEEE Transactions on Signal Processing

JF - IEEE Transactions on Signal Processing

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ER -

Set estimation via ellipsoidal approximations

Abstract

ASJC Scopus subject areas

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