Recursive dual-linear-programming approach for parameter-uncertainty-interval estimation

Author

Sun, X.-F. ; Zhang, H.-Y. ; Fan, Y.-Z.

Author_Institution

Sch. of Autom. Sci. & Electr. Eng., Beijing Univ. of Aeronaut. & Astronaut., China

Volume

150

Issue

3

fYear

2003

fDate

5/23/2003 12:00:00 AM

Firstpage

303

Lastpage

310

Abstract

The parameter-uncertainty-interval-estimation (PIE) problem is transferred into several dual-linear-programming (DLP) problems, and a recursive DLP algorithm is proposed and applied in PIE. This recursive algorithm is based on a modified dual-simplex method that is specifically developed for solving the DLP problems derived from the PIE problem. Because the scale of the DLP problems is considerably smaller than that of the primal linear-programming problems for solving the PIE problem, the recursive DLP algorithm is computationally efficient and suitable for online-engineering applications. Simulations show the effectiveness of the proposed recursive algorithm.

Keywords

discrete time systems; linear programming; parameter estimation; recursive estimation; SISO discrete-time system; computationally efficient algorithm; modified dual-simplex method; online-engineering applications; parameter-uncertainty-interval estimation; recursive DLP algorithm; recursive dual-linear-programming approach; set-membership identification; simulations;

fLanguage

English

Journal_Title

Control Theory and Applications, IEE Proceedings -

Publisher

iet

ISSN

1350-2379

Type

jour

DOI

10.1049/ip-cta:20030318

Filename

1203200