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Recursive membership set estimation for output-error models

✍ Scribed by Thierry Clement; Sylviane Gentil

Publisher: Elsevier Science
Year: 1990
Tongue: English
Weight: 526 KB
Volume: 32
Category: Article
ISSN: 0378-4754
DOI: 10.1016/0378-4754(90)90006-5

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✦ Synopsis

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.

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