Recursive triangulation description of the feasible parameter set for bounded-noise models

The problem of estimating feasible parameter sets for linear discrete-time systems with unknown-but-bounded noise is investigated. Considering that the feasible parameter set of a linear discrete-time system with bounded noise is a convex polytope and that a convex polytope can be triangulated into a limited number of simplexes with good properties, the authors propose an exact triangulation description method for the feasible parameter set. A convex polytope triangulation algorithm is introduced and a recursive algorithm of estimating the feasible parameter set in correspondence with the system description is developed. Simulation examples show the effectiveness of the proposed method.