Best linear near unbiased estimation for nonlinear signal models via semi-infinite programming approach
When the exact unbiasedness condition is relaxed to a near unbiasedness condition, this short communication shows that the best linear near unbiased estimation problem is actually a semi-infinite programming problem. Our recently developed dual parameterization method is applied for solving the problem. Computer numerical simulation results show that the semi-infinite programming approach outperforms the least squares approach.
best linear near unbiased estimations nonlinear signal models semi-infinite programming dual parameterization