Abstract:Affine biased estimation is particularly useful when there is some a-priori knowledge on the parameters that can be exploited in adverse situations (when the number of samples is low, or the noise is high). Three different affine estimation strategies are discussed, namely the Deepest Minimum Criterion (DMC), the Min-Max (MM), and the Linear Matrix Inequality (LMI) strategies, and closed form expressions are obtained for all of them, for the case when the a priori knowledge is given in the form of ellipsoidal … Show more
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