We pose and solve a parameter estimation problem in the presence of bounded data uncertainties. The new formulation involves a minimization problem and admits a closed form solution in terms of the unique positive root of a secular equation. It also has interesting connections with errors-in-variables and H/sub /spl infin// methods.
Mario Paolone, Willem Lambrichts
Jamie Paik, Olivier Lambercy, Harshal Arun Sonar