Exact recursive characterization of feasible parameter sets in the linear case

H. Piet-Lahanier and E. Walter

Mathematics and Computers in Simulation (MATCOM), 1990, vol. 32, issue 5, 495-504

Abstract: Set-membership estimation (or parameter bounding) assumes that the error corrupting the data is described only by upper and lower bounds between which its realizations must lie. It aims at providing a description of the set of all parameter vectors that are consistent with the data, error bounds and model structure. For models linear in their parameters, an algorithm that gives an exact recursive characterization of this set is described. The problems raised by the implementation of the method on a computer are considered. Solutions are proposed and discussed. An application of the improved algorithm to a real example is finally presented.

Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:32:y:1990:i:5:p:495-504

DOI: 10.1016/0378-4754(90)90005-4

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