Abstract
Computational techniques are considered for the errors-in-variables (EIV) problem with bounds specified on the errors in all variables. The significant difference in difficulty in bounding the parameters of a dynamic EIV model, compared with the static case, is explained. Conditions for the feasible set of the parameters to be the union of polytopes are discussed, and a search technique to find the nonlinear bounds for the dynamic EIV problem is described. A simulation example compares EIV and equation-error bounding. Techniques for shortening the computation of EIV parameter bounds, and for finding polytope and ellipsoid approximations, are given.
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Veres, S.M., Norton, J.P. (1996). Parameter-Bounding Algorithms for Linear Errors-in-Variables Models. 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_17
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DOI: https://doi.org/10.1007/978-1-4757-9545-5_17
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