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Interval parameter estimation under model uncertainty 

Authors: Sergey A. Nazin a; Boris T. Polyak
Affiliation:   a Institute of Control Services, Russian Academy of Sciences, Moscow, Russia
DOI: 10.1080/138950500069243
Publication Frequency: 6 issues per year
Published in: journal Mathematical and Computer Modelling of Dynamical Systems, Volume 11, Issue 2 June 2005 , pages 225 - 237
Number of References: 20
Formats available: HTML (English) : PDF (English)
Previously published as: Mathematical Modelling of Systems (1381-2424) until 1998
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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
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