Set-membership identification of systems with parametric and nonparametric uncertainty

A method for parameter set estimation in which the system model is assumed to contain both parametric and nonparametric uncertainty is presented. In the disturbance-free case, the parameter set estimate is guaranteed to contain the parameter set of the true plant. In the presence of stochastic distu...

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Bibliographic Details
Published in:IEEE transactions on automatic control 1992-07, Vol.37 (7), p.929-941
Main Authors: Kosut, R.L., Lau, M.K., Boyd, S.P.
Format: Article
Language:English
Subjects:
Adaptive control
Algorithm design and analysis
Error correction
Information systems
Integrated circuit modeling
Laboratories
Parameter estimation
Robust control
Stochastic processes
Uncertainty
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Summary:A method for parameter set estimation in which the system model is assumed to contain both parametric and nonparametric uncertainty is presented. In the disturbance-free case, the parameter set estimate is guaranteed to contain the parameter set of the true plant. In the presence of stochastic disturbances, the parameter set estimate obtained from finite data records is shown to have the property that it contains the true-plant parameter set with probability one as the data length tends to infinity.< >
ISSN:0018-9286
1558-2523
DOI:10.1109/9.148345