An optimal volume ellipsoid algorithm for parameter set estimation

DOI10.1109/9.233172MaRDI QIDQ3141582zbMATH OpenOpenAlexFDO

Authors Man-Fung Cheung, Stephen Yurkovich, Kevin M. Passino

Publication date 30 November 1993

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.233172

zbMATH Keywords

parameter set estimationrecursive ellipsoid algorithmSISO linear time-invariant system with bounded noisetime-invariant

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05)

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(18)

• Minimum-volume ellipsoids containing compact sets: Application to parameter bounding
• Stable on-line parameter identification with general knowledge on level of information noise discrete-time case
• Run-to-run control methods based on the DHOBE algorithm
• Algorithms to construct a minimum-volume invariant ellipsoid for a stable dynamic system
• Fast algorithms for the minimum volume estimator
• Fault diagnosis based on set membership identification using output-error models
• OBE-based set-membership parameter estimation of fractional models
• Parameter set estimation for non-linear systems
• Globally optimal bounding ellipsoid algorithm for parameter estimation using artificial neural networks
• A 'systolic array' formulation of the optimal bounding ellipsoid algorithm
• Recursive computation of inner bounds for the parameters of linear models
• scientific article; zbMATH DE number 4043692 (Why is no real title available?)
• Parametric subsystem set estimation for interconnected systems
• Minimal volume ellipsoids
• Parameter set estimation algorithms for time-varying systems
• scientific article; zbMATH DE number 1113908 (Why is no real title available?)
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• Convergence analysis of the quasi-OBE algorithm and related performance issues

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