DocumentCode
1308038
Title
Identification for systems with bounded noise
Author
Tan, Guojie ; Wen, Changyun ; Soh, Yeng Chai
Author_Institution
Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore
Volume
42
Issue
7
fYear
1997
fDate
7/1/1997 12:00:00 AM
Firstpage
996
Lastpage
1001
Abstract
In this paper, we present a set-membership identification algorithm for systems with unknown but bounded disturbance. The algorithm contains a weighting factor which is selected according to whether the new observed data contains sufficient information. The proposed approach ensures that the estimation error is bounded and nonincreasing. Furthermore, it is shown that the parameter estimates provided by the algorithm will converge to a region containing the true parameters, and its upper bound is also given
Keywords
noise; recursive estimation; set theory; bounded noise; estimation error; parameter estimates; set-membership identification algorithm; weighting factor; Autocorrelation; Covariance matrix; Ellipsoids; Estimation error; Linear programming; Parameter estimation; Random variables; Space technology; Stochastic processes; Upper bound;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.599981
Filename
599981
Link To Document