• DocumentCode
    1806762
  • 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
  • Volume
    2
  • fYear
    1999
  • fDate
    1999
  • Firstpage
    1922
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
  • Conference_Location
    Phoenix, AZ
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-5250-5
  • Type

    conf

  • DOI
    10.1109/CDC.1999.830917
  • Filename
    830917
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1806762