ISSN:0890-6327    

DOI:10.1002/acs.4480090102

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1995

数据来源: WILEY

摘要:

AbstractIn deconvolution problems there are two primary sources of uncertainty in the data formation mechanism, namely measurement noise and errors in the model of the system. In this paper we develop an abstract set theoretic deconvolution framework for problems in which the only information available about these sources of uncertainty consists of bounds. Iterative methods based on projections are used to generate solutions consistent with these bounds, the output data signal anda prioriknowledge about the input signal. an example of application of this general framework to discrete signal recovery is demonstrated.

ISSN:0890-6327    

DOI:10.1002/acs.4480090103

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1995

数据来源: WILEY

摘要:

AbstractThe paper deals with estimating linear continuous functionals on unitary spaces from inaccurate information, with applications to recovering band‐limited signals. We show how the minimal estimation error depends on a bound on data perturbations and specify the form of an optimal algorith

ISSN:0890-6327    

DOI:10.1002/acs.4480090104

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1995

数据来源: WILEY

摘要:

AbstractApproximate solutions are suggested for receding horizon dual control to guarantee acceptable control performance of a plant with largea prioriparameter uncertainties under poor excitation by the output reference and to satisfy the requirement of very fast adaptation using knowledge available on sensor and performance in industrial applications of adaptive control. the aim of the paper is to present several levels of interaction between on‐line identification and control performance using parameter bounds. an interesting theorem shows that parameter bounding is a necessary part of the solution of the dual control problem. Starting from the complete separation of identification and control, various approximations are presented at different levels of optimality. Finally, the exact solution of the dual control problem is found for static gain adaptation, which implicitly involves a parameter‐bounding identification proced

ISSN:0890-6327    

DOI:10.1002/acs.4480090105

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1995

数据来源: WILEY

摘要:

AbstractThis paper studies identification of linear feedback systems from closed loop time series. Unfalsified approximate bounded error identification is shown to result in a control‐relevant identification methodology for robustness optimization under BIBO‐stable coprime factor uncertainty. Furthermore, well‐posedness (continuity) of the robustness optimization method for controller synthesis is establ

ISSN:0890-6327    

DOI:10.1002/acs.4480090106

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1995

数据来源: WILEY

摘要:

AbstractParameter bounding offers a useful alternative to point parameter estimation methods when either statistical hypotheses on the errors are not met or uncertainties are better characterized in a deterministic way (e.g. systematic, round‐off, truncation errors). So far, many efforts have been devoted to the problem of parameter bounding in linear systems, where exact parameter uncertainty intervals can be computed. In contrast, only partial results have been found for general non‐linear parametrization, namely either upper or lower bounds on parameter uncertainties can be evaluated. In this paper we derive approximate parameter uncertainty intervals for a class of discrete bilinear systems with bounded output errors. This work is based on a linear input‐output parametrization and previous results on bounded errors‐in‐variables models. For an extensively simulated example, central estimates by means of the bounded errors‐in‐variables approach and least squares estimates are computed

ISSN:0890-6327    

DOI:10.1002/acs.4480090107

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1995

数据来源: WILEY

摘要:

AbstractThe problem of parameter estimation from bounded‐error data is considered. In particular, the possibilities of using an l2projection (least squares) procedure are explored. Exact as well as approximate (polytopic) outer‐bounding solutions are proposed. the main properties and difficulties in implementation of the l2projection procedures are discussed and illustrated. Since these methods appear to be computationally cumbersome when the number of measurements is large, a simpler (rectangular) characterization of the solution set, as a result of natural interval calculations, is proposed and discus

ISSN:0890-6327    

DOI:10.1002/acs.4480090108

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1995

数据来源: WILEY

摘要:

AbstractIn this paper we investigate finite sample optimality properties for worst‐case l2identification of the impulse response of discrete time, linear, time‐invariant systems. the experimental conditions we consider consist ofmexperiments of lengthN.the measured outputs are corrupted by component‐wise bounded additive disturbances with known bounds. the quantification of the identification error is given by the maximum l1‐norm of the difference between the true impulse response samples and the estimated ones, where the maximum is taken with respect to all admissible plants and all admissible disturbances.First we show that for any given experimental condition, almost‐optimal (within a factor of two) estimates can be obtained by solving suitable linear programmes.Then we study how experimental conditions affect the identification error. Optimality of the experimental data is measured by the diameter of information, a quantity which is at most twice as large as the minimal worst‐case error.We show that the minimum number of experiments allowing us to minimize the diameter of information is m−= 2−N. the values of the diameter of information and the corresponding optimal inputs are derived for the two extreme experimental conditions m

ISSN:0890-6327    

DOI:10.1002/acs.4480090109

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1995

数据来源: WILEY

摘要:

AbstractIn this paper we consider parameter estimation of linear systems described byyi=a −Tiθ +ei, where the ith measurementyiis linearly dependent on the parameter vector θ ε ℝ−pthrough the regressor vectora −Tiε ℝ−pand the measurement erroreiis unknown but bounded.Some properties of previously presented algorithms for recursive parameter identification in the unknown but bounded error (UBBE) context are discussed. In particular it is analysed how different levels of information on the error structure can influence the choice of the identification algorithms and the possibility of evaluating the reliability of the estimates. Attention is also focused on the influence that forgetting schemes have on the estimates and on their co

ISSN:0890-6327    

DOI:10.1002/acs.4480090110

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1995

数据来源: WILEY

摘要:

AbstractThere has been a recent surge of interest in estimation theory based on very simple noise descriptions; for example, the absolute value of a noise sample is simply bounded. to date, this line of work has not been critically compared with pre‐existing work on stochastic estimation theory which uses more complicated noise descriptions. the present paper attempts to redress this by examining the rapprochement between the two schools of work. For example, we show that for many problems a bounded‐error estimation approach is precisely equivalent in terms of the final result to the stochastic approach of Bayesian estimation. We also show that in spite of having the advantages of being simple and intuitive, bounded‐error estimation theory is demanding on the quantitative accuracy of prior information. In contrast, we discuss how the assumptions underlying stochastic estimation theory are more complex but have the key feature that qualitative assumptions on the nature of a typical disturbance sequence can be made to reduce the importance of quantitative assumptions being correct. We also discuss how stochastic theory can be extended to deal with a problem at present tackled only by bounded‐error estimation methods: the quantification of estimation errors arising from the presence of undermo

ISSN:0890-6327    

DOI:10.1002/acs.4480090111

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1995

数据来源: WILEY