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A Mixed Probabilistic/Bounded-Error Approach to Parameter Estimation in the Presence of Amplitude Bounded White Noise
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Siena, Italy.
2002 (English)In: Proceedings of the 41st IEEE Conference on Decision and Control, 2002, 3422-3427 vol.3 p.Conference paper (Refereed)
Abstract [en]

In this paper, we propose a mixed approach to identification of linear dynamic systems corrupted by additive, amplitude bounded white noise. To come up with an estimate of the system, we mix the information from a prediction error estimate and a set membership estimate. This approach robustifies the parameter estimates, so that they benefit from both the prediction error and the set membership features. The proposed estimation technique shows good performance on a number of simulation examples, which are performed using a wide range of noise sources.

Place, publisher, year, edition, pages
2002. 3422-3427 vol.3 p.
Keyword [en]
Bounded noise, Stochastic noise, Variance, Estimation
National Category
Engineering and Technology Control Engineering
URN: urn:nbn:se:liu:diva-90261DOI: 10.1109/CDC.2002.1184404ISBN: 0-7803-7516-5OAI: diva2:614782
41st IEEE Conference on Decision and Control, Las Vegas, NV, USA, December, 2002
Available from: 2013-04-07 Created: 2013-03-24 Last updated: 2013-04-07

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ReferencesLink to record
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