The foundations of set theoretic estimation

Abstract

Explains set theoretic estimation, which is governed by the notion of feasibility and produces solutions whose sole property is to be consistent with all information arising from the observed data and a priori knowledge. Each piece of information is associated with a set in the solution space, and the intersection of these sets, the feasibility set, represents the acceptable solutions. The practical use of the set theoretic framework stems from the existence of efficient techniques for finding these solutions. Many scattered problems in systems science and signal processing have been approached in set theoretic terms over the past three decades. The author synthesizes a single, general framework from these various approaches, examines its fundamental philosophy, goals, and analytical techniques, and relates it to conventional methods.