An interval-valued recursive estimation framework for linearly parameterized systems

Autor:	Bako, Laurent, Ndiaye, Seydi, Blanco, Eric
Rok vydání:	2022
Předmět:	Electrical Engineering and Systems Science - Systems and Control
Druh dokumentu:	Working Paper
Popis:	This paper proposes a recursive interval-valued estimation framework for identifying the parameters of linearly parameterized systems which may be slowly time-varying. It is assumed that the model error (which may consist in measurement noise or model mismatch or both) is unknown but lies at each time instant in a known interval. In this context, the proposed method relies on bounding the error generated by a given reference point-valued recursive estimator, for example, the well-known recursive least squares algorithm. We discuss the trade-off between computational complexity and tightness of the estimated parametric interval. Comment: 11 pages, 4 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2206.10015 Zobrazit plný text záznamu View this record from Arxiv