State bounding with ellipsoidal set description of the uncertainty

International Journal of Control

Volumn 65, Issue 5, 1996, Pages 847-866

  Maksarov, D G ^a   Norton, J P ^a  

^a UNIVERSITY OF BIRMINGHAM   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; KALMAN FILTERING; MATHEMATICAL MODELS; OPTIMIZATION; SPURIOUS SIGNAL NOISE;

ELLIPSOIDAL SETS; RECURSIVE ALGORITHMS;

RECURSIVE FUNCTIONS;

EID: 0030284255     PISSN: 00207179     EISSN: 13665820     Source Type: Journal    
DOI: 10.1080/00207179608921725     Document Type: Article

References (18)

1. BELFomne, 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, pp. 1507-1511.
2. Belforte, G., Bona, B., and Cerone, V., 1990, Parameter estimation algorithms for a set-membership description of uncertainty. Automatica, 26, 887-898.
3. Bertsekas, D. P., and Rhodes, I. B., 1971, Recursive state estimation for a set-membership description of uncertainty. IEEE Transactions on Automatic Control, 16, 117-128.
4. Bland, R. B., Goldfarb, D., and Todd, M. J., 1981, The ellipsoid method: a survey. Operations Research, 29, 1039-1091.
5. Broman, V., and Shensa, M. J., 1986, Polytopes, a novel approach to tracking. Proceedings of the 25th Conference on Decision and Control, pp. 1749-1752.
6. Chernous’ko, F. L., 1980 a, Optimal guaranteed estimates of indeterminacies with the aid of ellipsoids, I. Engineering Cybernetics, 18, 1-9.
7. Fogel, E., and Huang, Y. F., 1982, On the value of information in system identification-bounded noise case. Automatica, 18, 229-238.
8. Glover, J. D., and Schweppe, F. C., 1971, Control of linear dynamic systems with set constrained disturbances. IEEE Transactions on Automatic Control, 16, 411-423.
9. Kats, L. Y., and Kurzhanskii, A. B., 1978, Minimax multistep filtering in statistically uncertain situations. Automation and Remote Control, 11, 1643-1650.
10. Kurzhanskii, A. B., and Valyi, I., 1991, Guaranteed state estimation for dynamic systems: beyond the overviews, 9th IFAC/IFORS Symposium on Identification and System Parameter Estimation, pp. 1033-1037.
11. Maybeck, P., 1979, Stochastic Models, Estimation and Control (New York: Academic Press) vol. 1.
12. Norton, J. P., 1987, Identification and application of bounded parameter models. Automatica, 23, 497-507; 1989, Recursive computation of inner bounds for the parameters of linear models. International Journal of Control, 50, 2423-2430.
13. Norton, J. P., and Veres, S. M., 1991, Developments in parameter bounding. Topics in Stochastic Systems: Modelling, Estimation and Control, edited by L. Gerencser and P. E. Caines (New York: Springer-Verlag), pp. 137-158.
14. Pronzato, L., and Walter, E., 1994, Minimal volume ellipsoids. International Journal of Adaptive Control and Signal Processing, 8, 15-30.
15. Schlaepfer, F. M., and Schweppe, F. C., 1972, Continuous-time state estimation under disturbances bounded by convex sets. IEEE Transactions on Automatic Control, 17, 197-205.
16. Schweppe, F. C., 1968, Recursive state estimation: unknown but bounded errors and system inputs. IEEE Transactions on Automatic Control, 13, 22-28.
17. Smith, R. S., and Dahleh, M., (editors), 1994, The Modelling of Uncertainty in Control Systems (Berlin: Springer-Verlag).
18. Walter, E., 1990, Parameter identification with error bound. SpecialIssue of Mathematics and Computers in Simulation, 32, 447-607.