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Review and Comparison of Ellipsoidal Bounding Algorithms

  • Chapter
Bounding Approaches to System Identification

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.

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Author information

Authors and Affiliations

  1. Laboratoire I3S, CNRS URA-1376-Sophia Antipolis, Université de Nice, 06560, Valbonne, France

    G. Favier

  2. Universidade Estadual de Campinas/FEE/DCA—Cidade Universitaria “Zeferino Vaz,”, Campinas, SP, Brazil

    L. V. R. Arruda

Authors
  1. G. Favier
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  2. L. V. R. Arruda
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Editor information

Editors and Affiliations

  1. Dipartimento di Automatica e Informatica, Politecnico di Torino, Torino, 10129, Italy

    Mario Milanese

  2. School of Electronic and Electrical Engineering, University of Birmingham, Edgbaston, Birmingham, B15 2TT, UK

    John Norton

  3. Direction des Études de Synthèse, SM Office National d’Études et de Recherches Aérospatiales, Châtillon Cedex, F-92322, France

    Hélène Piet-Lahanier

  4. Laboratoire des Signaux et Systèmes, CNRS-École Supérieure d’Électricité, Gif-sur-Yvette Cedex, 91192, France

    Éric Walter

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© 1996 Springer Science+Business Media New York

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Favier, G., Arruda, L.V.R. (1996). Review and Comparison of Ellipsoidal Bounding Algorithms. In: Milanese, M., Norton, J., Piet-Lahanier, H., Walter, É. (eds) Bounding Approaches to System Identification. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-9545-5_4

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  • DOI: https://doi.org/10.1007/978-1-4757-9545-5_4

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4757-9547-9

  • Online ISBN: 978-1-4757-9545-5

  • eBook Packages: Springer Book Archive

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