Parameter uncertainty computation in static linear models

Stéphane Ploix (1) , Olivier Adrot (1) , José Ragot (1)

1 CRAN - Centre de Recherche en Automatique de Nancy

Static linear models characterized by bounded uncertainties on both the equation error and the parameters are studied. The additive equation error is assumed to belong to an interval while the parameters fluctuate inside a time-invariant bounded domain. An algorithm is proposed for evaluating different bounded domains. The algorithm can be extended to cope with the determination of the central value of the domain containing the parameters. Contrary to most of traditional estimators, the resulting estimator takes into account the distribution of the uncertainties of a model

Domaines: Automatique / Robotique

Stéphane Ploix, Olivier Adrot, José Ragot. Parameter uncertainty computation in static linear models. 38th IEEE Conference on Decision and Control, CDC'99, Dec 1999, Phoenix, United States. pp.1916-1921, ⟨10.1109/CDC.1999.83091⟩. ⟨hal-00289534⟩