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Set-membership EIV identification through LMI relaxation techniques

Cerone, Vito and Piga, Dario and Regruto, Diego Set-membership EIV identification through LMI relaxation techniques. In: Proceedings of American Control Conference (ACC), 2010. IEEE, pp. 2158-2163. ISBN 978-1-4244-7426-4 (2010)

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In this paper the Set-membership Error-In-Variables (EIV) identification problem is considered, that is the identification of linear dynamic systems when both the output and the input measurements are corrupted by bounded noise. A new approach for the computation of the Parameters Uncertainty Intervals (PUIs) is discussed. First the problem is formulated in terms of non-convex semi-algebraic optimization. Then, a Linear-Matrix-Inequalities relaxation technique is presented to compute parameters bounds by means of convex optimization. Finally, convergence properties and computational complexity of the given algorithms are discussed. Advantages of the proposed technique with respect to previously published ones are discussed both theoretically and by means of a simulated example.

Item Type: Book Section
Identification Number: 10.1109/ACC.2010.5531327
Additional Information: 2010 American Control Conference, held in Marriott Waterfront (USA), June 30-July 02, 2010
Uncontrolled Keywords: LMI relaxation, Set-membership identification, errors-invariables
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Research Area: Computer Science and Applications
Depositing User: Ms T. Iannizzi
Date Deposited: 26 Mar 2015 11:36
Last Modified: 26 Mar 2015 11:36
URI: http://eprints.imtlucca.it/id/eprint/2439

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