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Reliable Minimax Parameter Estimation

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Reliable Computing

Abstract

This paper deals with the minimax parameter estimation of nonlinear parametric models from experimental data. Taking advantage of the special structure of the minimax problem, a new efficient and reliable algorithm based on interval constraint propagation is proposed. As an illustration, the ill-conditioned problem of estimating the parameters of a two-exponential model is considered.

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Jaulin, L. Reliable Minimax Parameter Estimation. Reliable Computing 7, 231–246 (2001). https://doi.org/10.1023/A:1011451021517

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  • DOI: https://doi.org/10.1023/A:1011451021517

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