Parameter uncertainty computation in static linear models

Static linear models characterized by bounded uncertainties on both the equation error and the parameters are studied. The additive equation error is assumed to belong to an interval while the parameters fluctuate inside a time-invariant bounded domain. An algorithm is proposed for evaluating different bounded domains. The algorithm can be extended to cope with the determination of the central value of the domain containing the parameters. Contrary to most of traditional estimators, the resulting estimator takes into account the distribution of the uncertainties of a model