UBBE条件下l_1中心估计算法

The l_1 Central Estimator Problems with Uncertainty But Bounded Errors

本文讨论了ＵＢＢＥ条件下的ｌ１中心估计问题，提出了新的中心估计算法的理论基础，证明了线性估计问题可转化为求解多个线性优化问题，并针对其特点设计出了具有相同约束的多个线性规划的整体单纯形法，理论分析和数值仿真表明，与已有的算法相比，新的算法能够显著地减少计算量。

his paper considers some problems arising in l1 central estimation with uncertainty but bounded measurement errors. The basic theorem of a new algorithm is proposed and has shown that the linear estimator problems can be changed into solving a group of linear programming problems. An averall simplex algorithm for solving a group of linear progranning problems with same feasible region is suggested. The theoretical analysis and simulation study have shown that a great deal of computation can be saved by the new algorithm.