Abstract/Details

A theory of set-valued estimation


1988 1988

Other formats: Order a copy

Abstract (summary)

A theory of estimation based on convex sets of probability distributions is presented and used to develop set-valued estimation algorithms. Set-valued estimators provide a robust and intuitively pleasing method of approaching estimation problems in which a unique solution may not exist. All solutions which are consistent with the available data and contextual information are obtained. Thus, a set-valued estimator may be used in the estimation of the state of a weakly or partially observable system.

In this work, the discrete-time filtering, prediction, and smoothing problems are addressed. The set-valued filter and predictor are obtained using a very general Markov system model; these estimators are specialized to two particular system models to obtain explicit estimation algorithms. The first system model is linear and based on a continuous state space, and the set-valued filter, predictor, and smoother are derived using this model. These estimators are extended to non-linear systems through a linear approximation. The second (possibly non-linear) system model is based on a discrete state space, and the filter and predictor are derived using this model.

Indexing (details)


Subject
Electrical engineering
Classification
0544: Electrical engineering
Identifier / keyword
Applied sciences
Title
A theory of set-valued estimation
Author
Morrell, Darryl Richard
Number of pages
142
Publication year
1988
Degree date
1988
School code
0022
Source
DAI-B 49/09, Dissertation Abstracts International
Place of publication
Ann Arbor
Country of publication
United States
Advisor
Stirling, Wynn C.
University/institution
Brigham Young University
University location
United States -- Utah
Degree
Ph.D.
Source type
Dissertations & Theses
Language
English
Document type
Dissertation/Thesis
Dissertation/thesis number
8825824
ProQuest document ID
303654856
Copyright
Database copyright ProQuest LLC; ProQuest does not claim copyright in the individual underlying works.
Document URL
http://search.proquest.com/docview/303654856
Access the complete full text

You can get the full text of this document if it is part of your institution's ProQuest subscription.

Try one of the following:

  • Connect to ProQuest through your library network and search for the document from there.
  • Request the document from your library.
  • Go to the ProQuest login page and enter a ProQuest or My Research username / password.