Improved parameter bounds for set-membership EIV problems

被引：30
|
作者：
Cerone, Vito [1 ]
Piga, Dario [1 ]
Regruto, Diego [1 ]
机构：
[1] Politecn Torino, Dipartimento Automat & Informat, I-10129 Turin, Italy
来源：
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING | 2011年 / 25卷 / 03期
关键词：
set-membership identification; errors-in-variables; LMI relaxation; POLYNOMIAL OPTIMIZATION; GLOBAL OPTIMIZATION; FREQUENCY-DOMAIN; ARMAX MODELS; ERRORS; IDENTIFICATION; RELAXATIONS; RECORDS; SYSTEMS; SQUARES;
D O I：
10.1002/acs.1218
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we consider the set-membership error-in-variables identification problem, that is the identification of linear dynamic systems when output and input measurements are corrupted by bounded noise. A new approach for the computation of parameters uncertainty intervals is presented. First, the problem is formulated in terms of nonconvex optimization. Then, a relaxation procedure is proposed to compute parameter bounds by means of semidefinite programming techniques. Finally, accuracy of the estimate and computational complexity of the proposed algorithm are discussed. Advantages of the proposed technique with respect to previously published ones are discussed both theoretically and by means of a simulated example. Copyright (C) 2010 John Wiley & Sons, Ltd.
引用
收藏
页码：208 / 227
页数：20
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