Title :
Ellipsoid algorithms for parameter set estimation of time-varying systems
Author :
Watkins, J.M. ; Yurkovich, S.
Author_Institution :
Control Res. Lab., Ohio State Univ., Columbus, OH, USA
Abstract :
In this paper, we extend an optimum volume ellipsoid algorithm for parameter set estimation (PSE) of time-invariant systems to time-varying systems. We show how knowledge of dependencies in the parameter variations can be exploited to reduce the number of computations in the resulting algorithm. Finally, scalar bound inflation, a second strategy for PSE of time-varying systems, is optimized, and a comparison of the two algorithms is made
Keywords :
parameter estimation; time-varying systems; optimum volume ellipsoid algorithm; parameter set estimation; parameter variation dependencies; scalar bound inflation; time-varying systems; Adaptive control; Computational complexity; Control systems; Ellipsoids; Equations; Parameter estimation; Robust control; Signal processing algorithms; State estimation; Time varying systems;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.532308
