We formulate and solve a new parameter estimation problem in the presence of bounded data uncertainties. The new method is suitable when a priori bounds on the uncertain data are available; its solution guarantees that the effect of the uncertainties will never be unnecessarily overestimated beyond what is reasonably assumed by the a priori bounds.
Published in:
Signal Processing Letters, IEEE
(Volume:4
,
Issue:
7
)
Date of Publication: July 1997