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Reformulation of parameter identification with unknown-but-bounded errors

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  • Clement, Thierry
  • Gentil, Sylviane

Abstract

In this paper a new formulation of the problem of identification of discrete-time linear models in the case of Unknown-But-Bounded errors is proposed. The bounds of the error at each sampling time are specified over a measurement noise rather than over an equation error, which is mainly motivated by experimental considerations. The method is particularly suitable for ARMAX models, as it accounts for the presence of uncertainties in the autoregressive terms.

Suggested Citation

  • Clement, Thierry & Gentil, Sylviane, 1988. "Reformulation of parameter identification with unknown-but-bounded errors," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 30(3), pages 257-270.
    • Handle: RePEc:eee:matcom:v:30:y:1988:i:3:p:257-270
    DOI: 10.1016/0378-4754(88)90005-5
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    Cited by:

    1. Belforte, G. & Bona, B. & Cerone, V., 1990. "Identification, structure selection and validation of uncertain models with set-membership error description," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 561-569.
    2. Walter, Eric & Piet-Lahanier, Hélène, 1990. "Estimation of parameter bounds from bounded-error data: a survey," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 449-468.
    3. Keesman, Karel, 1990. "Membership-set estimation using random scanning and principal component analysis," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 535-543.
    4. da Silva, Ivan N. & de Arruda, Lucia V.R. & do Amaral, Wagner C., 1999. "A novel approach to robust parameter estimation using neurofuzzy systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(3), pages 251-268.
    5. Clement, Thierry & Gentil, Sylviane, 1990. "Recursive membership set estimation for output-error models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 505-513.
    6. Pronzato, Luc & Walter, Eric, 1990. "Experiment design for bounded-error models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 571-584.

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