Parameter estimation algorithms for a set-membership description of uncertainty
From MaRDI portal
Publication:914635
DOI10.1016/0005-1098(90)90005-3zbMath0701.93092OpenAlexW2023901052MaRDI QIDQ914635
G. Belforte, Vito Cerone, Basilio Bona
Publication date: 1990
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(90)90005-3
Applications of mathematical programming (90C90) Linear programming (90C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Related Items
A new approximate algorithm for the Chebyshev center ⋮ Minimum-volume ellipsoids containing compact sets: Application to parameter bounding ⋮ Asymptotic properties of set membership identification algorithms ⋮ Maximum likelihood estimators and worst case optimal algorithms for system identification ⋮ Worst-case formulations of model predictive control for systems with bounded parameters ⋮ Bounded-error parameter estimation: Noise models and recursive algorithms ⋮ Peer-assisted individual assessment in a multi-agent system ⋮ A linear programming approach to online set membership parameter estimation for linear regression models ⋮ Robust identification and control based on ellipsoidal parametric uncertainty descriptions ⋮ Privacy-preserving set-based estimation using partially homomorphic encryption ⋮ Distributed set-based observers using diffusion strategies ⋮ Recursive algorithms for inner ellipsoidal approximation of convex polytopes. ⋮ An algorithm for bounded-error identification of nonlinear systems based on DC functions ⋮ State bounding with ellipsoidal set description of the uncertainty ⋮ Optimal estimation theory for dynamic systems with set membership uncertainty: An overview ⋮ Guaranteed characterization of thermal conductivity and diffusivity in presence of model uncertainty ⋮ Exact bounded-error continuous-time linear state estimator ⋮ Interval constraint propagation with application to bounded-error estimation ⋮ Stability robustness bounds for linear state-space models with structured uncertainty based on ellipsoidal set-theoretic approach. ⋮ Ellipsoidal set-theoretic approach for stability of linear state-space models with interval uncertainty ⋮ Multi-input multi-output ellipsoidal state bounding. ⋮ Set inversion via interval analysis for nonlinear bounded-error estimation ⋮ Convergence of optimal sequential outer bounding sets in bounded error parameter estimation ⋮ Unnamed Item ⋮ Feasible parameter set for linear models with bounded errors in all variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Identification and application of bounded-parameter models
- On the value of information in system identification-bounded noise case
- Optimal algorithms theory for robust estimation and prediction
- Identification of parameter bounds for ARMAX models from records with bounded noise
- Parameter-bounding identification algorithms for bounded-noise records
- Estimation theory and uncertainty intervals evaluation in presence of unknown but bounded errors: Linear families of models and estimators
- The propagation of parametric uncertainty via polytopes
- Linear Statistical Inference and its Applications