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Recursive membership set estimation for output-error models

Author

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  • Clement, Thierry
  • Gentil, Sylviane

Abstract

In this paper a new formulation of the problem of identification of discrete time linear models in the case of bounded errors is proposed. The bounds of the error at each sampling time are specified over a measurement noise rather than over an equation error. The method provides parameter uncertainty intervals using an on-line procedure.

Suggested Citation

  • Clement, Thierry & Gentil, Sylviane, 1990. "Recursive membership set estimation for output-error models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 505-513.
    • Handle: RePEc:eee:matcom:v:32:y:1990:i:5:p:505-513
    DOI: 10.1016/0378-4754(90)90006-5
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    References listed on IDEAS

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    1. Clement, Thierry & Gentil, Sylviane, 1988. "Reformulation of parameter identification with unknown-but-bounded errors," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 30(3), pages 257-270.
    2. Mo, S.H. & Norton, J.P., 1990. "Fast and robust algorithm to compute exact polytope parameter bounds," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 481-493.
    3. Piet-Lahanier, H. & Walter, E., 1990. "Exact recursive characterization of feasible parameter sets in the linear case," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 495-504.
    4. Broman, V. & Shensa, M.J., 1990. "A compact algorithm for the intersection and approximation of N-dimensional polytopes," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 469-480.
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    Cited by:

    1. Walter, Eric & Piet-Lahanier, Hélène, 1990. "Estimation of parameter bounds from bounded-error data: a survey," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 449-468.
    2. Keesman, Karel, 1990. "Membership-set estimation using random scanning and principal component analysis," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 535-543.

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