Title :
On the choice of noise models and their bounds in set-membership identification
Author :
Bai, Er-Wei ; Cho, Hyonyong ; Tempo, R.
Author_Institution :
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Abstract :
Different noise models and the corresponding membership sets are studied in this paper. In particular, under some conditions on the noise sequences, we show that: (1) if the noise bound is unknown and tight, then the size of the membership sets converges to zero asymptotically and (2) if the noise bound is unknown but tight, then the estimated noise bound calculated from the observed input-output data converges to the true but unknown noise bound asymptotically
Keywords :
convergence; discrete time systems; noise; parameter estimation; set theory; asymptotic convergence; noise bound; noise models; set-membership identification; Algorithm design and analysis; Cities and towns; Noise measurement; Parameter estimation; Random variables; System identification; Time measurement; Uncertainty;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.573450