Set Membership Parameter Estimation for Linear Systems Subject to Bounded Disturbances

In this paper we present a novel and useful set-membership parameter estimation approach for linear systems with unknown but bounded disturbances. The proposed algorithm is performed by the use of a modified bounding ellipsoid technique so that the estimated parameters are consistent with the measurements and the noise constraints. Convergence analysis of the algorithm is performed which shows that the estimation error is bounded and nonincreasing. An example has been provided to clarify the algorithm.