Title :
Parameter bounds for linear models in the presence of bounded relative errors
Author_Institution :
Politecnico di Torino, Italy
Abstract :
Parameter bounding in linear static models with bounded relative output errors is outlined, based on equation-error and errors-invariables models. Two equation-error procedures are proposed, pointing out approximated and over evaluation of bounds on the equation error. It is shown that the problem can be reformulated in terms of errors-in-variables models and a method has been outlined, based on previous results of the author (1990). Orthotope outer-bounding approximations of the feasible parameter region, which allow the evaluation of parameter uncertainty intervals, have been considered. Both the over-bounded equation-error (OBEE) and the bounded errors-in-variables (BEIV) approach have been tested on simulated data, pointing out the superiority of BEIV to OBEE as far as parameter uncertainty intervals and computing time are concerned
Keywords :
approximation theory; error analysis; linear systems; parameter estimation; approximations; bounded errors-in-variables; bounded relative errors; linear models; over-bounded equation-error; parameter bounds; parameter estimation;
Conference_Titel :
Control 1991. Control '91., International Conference on
Conference_Location :
Edinburgh
Print_ISBN :
0-85296-509-5