Adaptive Approximation of Uncertainty Sets for Linear Regression Models

  • A. Vicino
  • G. Zappa


This chapter deals with the problem of uncertainty evaluation in linear regression models, representing either purely parametric models or mixed parametric/non-parametric (restricted complexity) models. The hypothesis is that disturbance information and prior knowledge on the unmodeled dynamics are available as deterministic bounds. A procedure is proposed for constructing recursively an outer bounding parallelotopic estimate of the parameter uncertainty set, which can be considered as an alternative description to commonly used ellipsoidal approximations. This new type of approximation is motivated by recent developments in the robust control field, where descriptions like hyperrectangular or polytopic domains have led to appealing stability and performance robustness properties of uncertain feedback systems.


Linear Regression Model Supporting Hyperplane Unmodeled Dynamic Ellipsoidal Approximation Nonparametric Part 
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Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • A. Vicino
    • 1
  • G. Zappa
    • 2
  1. 1.Facoltà di IngegneriaUniversità degli Studi di SienaSienaItaly
  2. 2.Dipartimento di Sistemi e InformaticaUniversità di FirenzeFirenzeItaly

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