IAM 02674
INSTITUTO ARGENTINO DE MATEMATICA ALBERTO CALDERON
Unidad Ejecutora - UE
congresos y reuniones científicas
Título:
A New Approach for Biased Affine Estimation
Autor/es:
FERNANDO GAMA; BRUNO CERNUSCHI FRÍAS; DANIEL CASAGLIA
Lugar:
San Carlos de Bariloche
Reunión:
Congreso; 2014 IEEE Biennial Congress of Argentina (ARGENCON); 2014
Institución organizadora:
IEEE
Resumen:
The problem of biased affine estimation isdiscussed in the present paper. Affine estimation is a techniquefor improving parameter estimation through the inclusion ofa-priori information in a non-bayesian setting. Here, a newoptimality criterion for affine estimation is presented anddeveloped. The closed form optimal transformation for thiscriterion is obtained through the use of the KKT conditions, asthe new criterion is posed as a convex optimization problem.This new criterion is compared with other affine estimationcriteria through a numerical example.
