Performance of blind OBE in a correlated-error environment

Conventional optimal bounding ellipsoid (OBE) algorithms require a priori knowledge of error bounds which is unknown in most applications. The OBE algorithm with automatic bound estimation (OBE-ABE) is shown to be consistently convergent without a priori knowledge of error bounds in correlated-error environments. Computationally efficient versions for both time-invariant and time-varying systems are presented. The new algorithms are compared to the conventional OBE by simulation.