Review and Comparison of Ellipsoidal Bounding Algorithms

  • G. Favier
  • L. V. R. Arruda

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 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • G. Favier
    • 1
  • L. V. R. Arruda
    • 2
  1. 1.Laboratoire I3S, CNRS URA-1376-Sophia AntipolisUniversité de NiceValbonneFrance
  2. 2.Universidade Estadual de Campinas/FEE/DCA—Cidade Universitaria “Zeferino Vaz,”CampinasBrazil

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