Interval parameter estimation under model uncertainty

Abstract

This paper is devoted to the estimation of parameters of linear multi-output models with uncertain regressors and additive noise. The uncertainty is assumed to be described by intervals. Outer-bounding interval approximations of the non-convex feasible parameter set for uncertain systems are obtained. The method is based on the calculation of the interval solution for an interval system of linear algebraic equations and provides parameter estimators for models with a large number of measurements.

Keywords:

• Interval uncertainty
• interval equations
• uncertain model
• parameter estimation
• parameter bounding

Acknowledgements

This work was supported in part by grant RFBR-02-01-00127. The work of S. A. Nazin was additionally supported by grant INTAS YSF 2002-181.