Analysis of a nonsmooth optimization approach to robust estimation
نویسندگان
چکیده
In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault detection, state estimation in lossy networks, hybrid system identification, robust estimation, etc. The problem is hard because it exhibits some intrinsic combinatorial features. Therefore, obtaining an effective solution necessitates relaxations that are both solvable at a reasonable cost and effective in the sense that they can return the true parameter vector. The current paper discusses a nonsmooth convex optimization approach and provides a new analysis of its behavior. In particular, it is shown that under appropriate conditions on the data, an exact estimate can be recovered from data corrupted by a large (even infinite) number of gross errors.
منابع مشابه
Robustness-based portfolio optimization under epistemic uncertainty
In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two approaches: (1) moment bounding approach and (2) likelihood-based approach. This paper first proposes a ...
متن کاملA systematic approach for estimation of reservoir rock properties using Ant Colony Optimization
Optimization of reservoir parameters is an important issue in petroleum exploration and production. The Ant Colony Optimization(ACO) is a recent approach to solve discrete and continuous optimization problems. In this paper, the Ant Colony Optimization is usedas an intelligent tool to estimate reservoir rock properties. The methodology is illustrated by using a case study on shear wave velocity...
متن کاملA robust optimization model for distribution and evacuation in the disaster response phase
Natural disasters, such as earthquakes, affect thousands of people and can cause enormous financial loss. Therefore, an efficient response immediately following a natural disaster is vital to minimize the aforementioned negative effects. This research paper presents a network design model for humanitarian logistics which will assist in location and allocation decisions for multiple disaster per...
متن کاملRobust high-dimensional semiparametric regression using optimized differencing method applied to the vitamin B2 production data
Background and purpose: By evolving science, knowledge, and technology, we deal with high-dimensional data in which the number of predictors may considerably exceed the sample size. The main problems with high-dimensional data are the estimation of the coefficients and interpretation. For high-dimension problems, classical methods are not reliable because of a large number of predictor variable...
متن کاملCase Mix Planning using The Technique for Order of Preference by Similarity to Ideal Solution and Robust Estimation: a Case Study
Management of surgery units and operating room (OR) play key roles in optimizing the utilization of hospitals. On this line Case Mix Planning (CMP) is normally applied to long term planning of OR. This refers to allocating OR time to each patient’s group. In this paper a mathematical model is applied to optimize the allocation of OR time among surgical groups. In addition, another technique is ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Automatica
دوره 66 شماره
صفحات -
تاریخ انتشار 2016