Title :
Set-membership identification of systems with parametric and nonparametric uncertainty
Author :
Kosut, Robert L. ; Lau, Ming K. ; Boyd, Stephen P.
Author_Institution :
Integrated Syst. Inc., Santa Clara, CA, USA
fDate :
7/1/1992 12:00:00 AM
Abstract :
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
Keywords :
parameter estimation; set theory; nonparametric uncertainty; parameter set estimation; parametric uncertainty; set-membership identification; Adaptive control; Algorithm design and analysis; Error correction; Information systems; Integrated circuit modeling; Laboratories; Parameter estimation; Robust control; Stochastic processes; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
