Title :
An ellipsoid algorithm for parameter set estimation
Author :
Gassman, J.M. ; Yurkovich, S.
Author_Institution :
Dept. of Electr. Eng., Ohio State Univ., Columbus, OH, USA
Abstract :
Presented is a recursive ellipsoid algorithm for parameter set estimation of an ARX (autoregressive with exogeneous input) model with bounded disturbances. The algorithm allows for independent, time-varying, upper and lower disturbance bounds, which enables known disturbance bias to be incorporated. Algorithms are presented that allow the application of this ellipsoid algorithm to a special ARMAX (autoregressive moving-average with exogeneous input) model, which allows formal treatment of measurement uncertainty
Keywords :
parameter estimation; statistical analysis; ARMAX model; ARX model; autoregressive moving-average; bounded disturbances; ellipsoid algorithm; exogeneous input; lower disturbance bounds; parameter set estimation; upper disturbance bounds; Adaptive control; Degradation; Ellipsoids; Parameter estimation; Process control; Programmable control; Recursive estimation; Stability; State estimation; System identification;
Conference_Titel :
Control Applications, 1992., First IEEE Conference on
Conference_Location :
Dayton, OH
Print_ISBN :
0-7803-0047-5
DOI :
10.1109/CCA.1992.269739
