eprintid: 2464 rev_number: 5 eprint_status: archive userid: 6 dir: disk0/00/00/24/64 datestamp: 2015-01-12 14:32:40 lastmod: 2015-01-12 14:32:40 status_changed: 2015-01-12 14:32:40 type: article metadata_visibility: show creators_name: Cerone, Vito creators_name: Piga, Dario creators_name: Regruto, Diego creators_id: creators_id: dario.piga@imtlucca.it creators_id: title: Improved parameter bounds for set-membership EIV problems ispublished: pub subjects: QA75 divisions: CSA full_text_status: none note: Special Issue: Bounding Methods for State and Parameter Estimation abstract: In this paper, we consider the set-membership error-in-variables identification problem, that is the identification of linear dynamic systems when output and input measurements are corrupted by bounded noise. A new approach for the computation of parameters uncertainty intervals is presented. First, the problem is formulated in terms of nonconvex optimization. Then, a relaxation procedure is proposed to compute parameter bounds by means of semidefinite programming techniques. Finally, accuracy of the estimate and computational complexity of the proposed algorithm are discussed. Advantages of the proposed technique with respect to previously published ones are discussed both theoretically and by means of a simulated example date: 2010-12 date_type: published publication: International Journal of Adaptive Control and Signal Processing volume: 25 number: 3 publisher: Wiley pagerange: 208-227 id_number: doi:10.1002/acs.1218 refereed: TRUE issn: 08906327 official_url: http://dx.doi.org/10.1002/acs.1218 citation: Cerone, Vito and Piga, Dario and Regruto, Diego Improved parameter bounds for set-membership EIV problems. International Journal of Adaptive Control and Signal Processing, 25 (3). pp. 208-227. ISSN 08906327 (2010)