Set estimation via ellipsoidal approximations
نویسندگان
چکیده
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 computation-ally eecient sequential cut algorithm is proven to provide estimation performance achieving the best existing polynomial time performance bound.
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