Review and Comparison of Ellipsoidal Bounding Algorithms

G. Favier and L. V. R. Arruda
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G. Favier: Université de Nice, Laboratoire I3S, CNRS URA-1376-Sophia Antipolis
L. V. R. Arruda: Universidade Estadual de Campinas/FEE/DCA—Cidade Universitaria “Zeferino Vaz,”

Chapter 4 in Bounding Approaches to System Identification, 1996, pp 43-68 from Springer

Abstract: Abstract This chapter is concerned with the problem of robust system identification when no statistical information is available on the noise, but only a bound on its instantaneous values is known. First, various ellipsoidal outer bounding (EOB) algorithms are presented in a unified way. Then, two types of projection algorithms are described, and their link with the EOB algorithms is established. After that, the EOB algorithms are interpreted as robust identification algorithms with a dead zone. The performance of these algorithms is compared through computer simulations where the influence of the choice of the a priori error bound is more particularly studied.

Keywords: Dead Zone; Projection Algorithm; Additive Disturbance; IFAC Symposium; Volume Algorithm (search for similar items in EconPapers)
Date: 1996
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DOI: 10.1007/978-1-4757-9545-5_4

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