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Two algorithms are proposed for computing the (unique) ellipsoid with maximum volume contained in a bounded convex set. The first one can be used on-line and only applies when the set is a polyhedron. The second one is off-line and applies to any bounded convex set. Both are based on a procedure for computing a minimum-volume outer ellipsoid, developed in the field of experimental design, which is...
This paper is about guaranteed parameter estimation in two contexts, namely bounded‐error and optimal estimation. In bounded‐error estimation, one looks for the set of all parameter vectors that are consistent with some prior bounds on the errors deemed acceptable between the model behavior and that of the system. In optimal estimation, one looks for the set of all parameter vectors that minimize...
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