A consistently convergent OBE algorithm with automatic estimation of error bounds

DOI10.1002/(SICI)1099-1115(199806)12:4%3C305::AID-ACS491%3E3.0.CO;2-VMaRDI QIDQ4210685zbMATH OpenOpenAlexFDO

Authors

Publication date 26 August 1999

Full work available at URL https://doi.org/10.1002/(sici)1099-1115(199806)12:4%3C305::aid-acs491%3E3.0.co;2-v

zbMATH Keywords

noise bound estimationoptimal bounding ellipsoidset-membership identificationstochastic convergence

Mathematics Subject Classification ID

System identification (93B30) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited in

(5)

• An improved set-membership proportionate adaptive algorithm for a block-sparse system
• Two new estimation algorithms for linear models with unknown but bounded measurement noise
• A 'systolic array' formulation of the optimal bounding ellipsoid algorithm
• A UD factorization-based nonlinear adaptive set-membership filter for ellipsoidal estimation
• Convergence analysis of the quasi-OBE algorithm and related performance issues

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