Identification and prediction propagation of uncertainty in models with bounded noise

References

• Aubanel , E. E. and Oldham , K. B. 1985 , Fourier smoothing without the fast Fourier transform . Byte , February 1985 , 207 – 218 .
   Google Scholar
• Barmish , B. R. and Sankaran , J. 1979 . The propagation of parameter uncertainty via polytopes . I.E.E.E. Transactions on Automation and Control , 24 : 346 – 348 .
   Web of Science ®Google Scholar
• Belforte , G. and Bona , B. 1985 , An improved parameter identification algorithm for signals with unknown-but-bounded errors . Proceedings of the 7th IFAC/IFORS Symposium on Identification and System Parameter Estimation ( Oxford : Pergamon Press ), pp. 1507 – 1512 .
   Google Scholar
• Belforte , G. and Milanese , M. 1979 , Parameter estimation errors due to unknown-but- bounded measurement uncertainty , Proceedings of the 5th IFAC Conference , Darmstadt , pp. 381 – 385 ; 1981, Uncertainty intervals evaluation in the presence of unknown-but- bounded errors. Nonlinear families of models. Proceedings of the IASTED International Symposium on Modelling, Identification and Control, Davos, pp. 75–79 .
   Google Scholar
• Bertsekas , D. P. and Rhodes , I. B. 1971 . Recursive state estimation for a set-membership description of uncertainty . I.E.E.E. Transactions on Automation and Control , 16 : 117 – 128 .
   Web of Science ®Google Scholar
• Eykhoff , P. 1974 . System Identification—Parameter and State Estimation , Chichester, , U.K : Wiley .
   Google Scholar
• Fogel , E. and Huang , Y. F. 1982 . On the value of information in system identification— bounded noise case . Automatica , 18 : 229 – 238 .
   Web of Science ®Google Scholar
• Gelb , A. 1974 . Applied Optimal Estimation , Cambridge, Mass : MIT Press .
   Google Scholar
• Jazwinski , A. H. 1970 . Stochastic Processes and Filtering Theory , New York : Academic Press .
   Google Scholar
• Kapitonenko , V. V. 1982 , Minimax identification in the case of uncertain original information . Automation and Remote Control , 166 – 169 .
   Google Scholar
• Keesman , K. J. and van Straten , G. 1987 , Modified set-theoretic identification of an ill-defined water quality system from poor data . Proceedings of the IAWPRC Symposium on Systems Analysis in Water Quality Management ( Oxford : Pergamon Press ), pp. 297 – 308 ; 1988, Set-theoretic parameter estimation using random scanning and principal component analysis. Proceedings of the 12th IMACS World Congress on Scientific Computation, pp. II.490–495 .
   Google Scholar
• Mehra , R. K. 1970 . On the identification of variances and adaptive Kalman filtering . I.E.E.E. Transactions on Automatic Control , 15 : 175 – 184 .
   Web of Science ®Google Scholar
• Milanese , M. and Belforte , G. 1982 . Estimation theory and uncertainty intervals evaluation in the presence of unknown-but-bounded errors: linear families of models and esti- mators . I.E.E.E. Transactions on Automatic Control , 27 : 408 – 414 .
   Web of Science ®Google Scholar
• Norton , J. P. 1987a , Identification of parameter bounds for ARMAX models from records with bounded noise . International Journal of Control , 45 , 375 – 390 ; 1987b, Identifica- tion and apphcation of bounded parameter models. Automatica, 23, 497–507 .
   Web of Science ®Google Scholar
• Pearson , R. K. 1985 , Approximate model identification via set-theoretic estimation . Proceedings of the 1985 American Control Conference , Boston , June 19–21 , pp. 144 – 150 .
   Google Scholar
• Schweppe , F. C. 1968 , Recursive state estimation: unknown but bounded errors and system inputs . I.E.E.E. Transactions on Automatic Control , 13 , 22 – 28 ; 1973, Uncertain Dynamic Systems (London: Prentice Hall) .
   Web of Science ®Google Scholar
• Walter , E. , Piet-Lahanier , H. and Happel , J. 1986 . Estimation of non-uniquely identifiable parameters via exhaustive modeling and membership set theory . Mathematical Compu- tational Simulation , 28 : 479 – 490 .
   Google Scholar
• Witsenhausen , H. S. 1968 . Sets of possible states of linear systems given perturbed observa- tions. I.E.E.E . Transactions on Automatic Control , 13 : 556 – 558 .
   Web of Science ®Google Scholar