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Reliability of projection algorithms in conditional estimation. (English) Zbl 0997.93053

Summary: This paper studies the role of projection algorithms in conditional set membership estimation. These algorithms are known to be suboptimal in terms of the worst-case estimation error. A tight upper bound on the error of central projection estimators and interpolatory projection estimators is computed as a function of the conditional radius of information. Since the radius of information represents the minimum achievable error, the derived bound provides a measure of the reliability level of the suboptimal algorithms. The results are derived in a general deterministic setting, which allows the consideration of linearly parametrized approximations of a compact set of feasible problem elements.

MSC:

93C41 Control/observation systems with incomplete information
93B40 Computational methods in systems theory (MSC2010)
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