Title :
Computing output prediction bounds using ellipsoidal parameter bounding
Author :
Maksarov, D. ; Chalabi, Z.S.
Author_Institution :
Silsoe Res. Inst., UK
Abstract :
The paper presents an algorithm for output prediction in linear ARX models by computing bounds on future output values. Ellipsoidal bounding is used to compute a set of future outputs consistent with the model structure, noise bounds and observed data. Simulation results are presented
Keywords :
autoregressive processes; discrete time systems; linear systems; parameter estimation; discrete time systems; ellipsoidal parameter bounding; linear ARX models; linear system; model structure; noise bounds; output prediction bounds; Computational modeling; Ellipsoids; Equations; Prediction algorithms; Predictive models; Shape; Uncertain systems; Uncertainty; Vectors;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.703275
