Parameter-Bounding Algorithms for Linear Errors-in-Variables Models

  • S. M. Veres
  • J. P. Norton


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.


Nonlinear Bound Uncertain Variable Parameter Bound Sampling Instant Ellipsoid Approximation 
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Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • S. M. Veres
    • 1
  • J. P. Norton
    • 1
  1. 1.School of Electronic and Electrical EngineeringUniversity of BirminghamEdgbaston, BirminghamUK

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