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Traditional Parameter Estimation Versus Estimation of Guaranteed Parameter Sets

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Scientific Computing, Validated Numerics, Interval Methods

Abstract

We are concerned with parameter estimation in situations where the assumptions of the traditional approach may not be satisfied. Instead of minimizing a norm of the vector of differences between the ideal values and values obtained by measurements, we approximate the set of the parameter values for which these differences are within prescribed bounds.

We propose a branch and bound technique based on interval analysis to obtain approximations of the boundary and interior of the previously mentioned set of guaranteed parameter values. The approach is illustrated by its successful application to a nonlinear dynamic model of a microrelay designed and manufactured at the Forschungszentrum Karlsruhe. As a result, we obtained an approximation of the guaranteed values of spring constant and magnetic permeability for reengineering of the microrelay.

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Hofer, E.P., Tibken, B., Vlach, M. (2001). Traditional Parameter Estimation Versus Estimation of Guaranteed Parameter Sets. In: Krämer, W., von Gudenberg, J.W. (eds) Scientific Computing, Validated Numerics, Interval Methods. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-6484-0_20

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  • DOI: https://doi.org/10.1007/978-1-4757-6484-0_20

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4419-3376-8

  • Online ISBN: 978-1-4757-6484-0

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