Algebraic Derivation of Elfving Theorem on Optimal Experiment Design and Some Connections With Sparse Estimation

作者：Stoica Petre^*; Babu Prabhu

来源：IEEE Signal Processing Letters, 2010, 17(8): 743-745.

DOI：10.1109/LSP.2010.2053533

• Elfving theorem
• optimal experiment design
• sparse parameter estimation

Elfving theorem is a fundamental result in the area of optimal experiment design, and yet its available proofs require a number of somewhat indirect geometrical arguments that might detract a potential user from its full understanding and exploitation. In this letter, we provide a direct algebraic proof of this theorem. Furthermore, we make some connections with the l(1) - norm minimization approach commonly used for sparse estimation, which suggest importation of algorithms and results from the latter area into that of optimal experiment design.

• 出版日期2010-8