eprintid: 2467
rev_number: 6
eprint_status: archive
userid: 6
dir: disk0/00/00/24/67
datestamp: 2015-01-13 13:28:37
lastmod: 2015-01-13 13:28:37
status_changed: 2015-01-13 13:28:37
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: Set-Membership Error-in-variables identification through convex relaxation techniques 
ispublished: pub
subjects: QA75
divisions: CSA
full_text_status: none
keywords: Errors-in-variables (EIV); linear matrix inequality (LMI) relaxation;  set-membership identification; sparse polynomial; optimization
abstract: In this technical note, the set membership error-in-variables identification problem is considered, that is the identification of linear dynamic systems when both output and input measurements are corrupted by bounded noise. A new approach for the computation of parameter uncertainty intervals is presented. First, the identification problem is formulated in terms of nonconvex optimization. Then, relaxation techniques based on linear matrix inequalities are employed to evaluate parameter bounds by means of convex optimization. The inherent structured sparsity of the original identification problems is exploited to reduce the computational complexity of the relaxed problems. Finally, convergence properties and complexity of the proposed procedure are discussed. Advantages of the presented technique with respect to previously published results are discussed and shown by means of two simulated examples.
date: 2012-02
date_type: published
publication: IEEE Transactions on Automatic Control 
volume: 57
number: 2
publisher: IEEE 
pagerange: 517-522
id_number: 10.1109/TAC.2011.2168073
refereed: TRUE
issn: 0018-9286
official_url: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6018992&isnumber=6139300
citation:   Cerone, Vito and Piga, Dario and Regruto, Diego  Set-Membership Error-in-variables identification through convex relaxation techniques.  IEEE Transactions on Automatic Control , 57 (2).  pp. 517-522.  ISSN 0018-9286      (2012)