SET-MEMBERSHIP IDENTIFICATION OF SYSTEMS WITH PARAMETRIC AND NONPARAMETRIC UNCERTAINTY

被引:109
|
作者
KOSUT, RL [1 ]
LAU, MK [1 ]
BOYD, SP [1 ]
机构
[1] STANFORD UNIV,INFORMAT SYST LAB,STANFORD,CA 94305
关键词
D O I
10.1109/9.148345
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A method is presented for parameter set estimation where the system model is assumed to contain both parametric and nonparametric uncertainty. In the disturbance-free case, the parameter set estimate is guaranteed to contain the parameter set of the true plant. In the presence of stochastic disturbances, the parameter set estimate obtained from finite data records is shown to have the property that it contains the true-plant parameter set with probability one as the data length tends to infinity.
引用
收藏
页码:929 / 941
页数:13
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