Title :
Confidence ellipsoids for uncertain linear equations with structure
Author :
Ghaoui, Laurent El ; Calafiore, Giuseppe
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., California Univ., Berkeley, CA, USA
Abstract :
In this paper we show how to compute, via semidefinite programming, ellipsoids of confidence for linear equations with structured (unknown-but-bounded) perturbations. Our results are exact in the “unstructured” perturbations case, enabling us to recover in particular the classical case when the perturbation is additive. The approach can be used for example in the identification of structured, dynamical systems
Keywords :
linear differential equations; matrix algebra; parameter estimation; uncertainty handling; confidence ellipsoids; linear equations; semidefinite programming; structured perturbations; uncertain linear equations; Calculus; Ellipsoids; Equations; Frequency measurement; Internet; Least squares methods; Linear programming; Shape; Symmetric matrices; Transfer functions;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.830917
