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自动化学报 1998
Robustness of OBE Algorithms to Underestimation of Error Bounds
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Abstract:
The main result of this paper is that the optimal bounding ellipsoid (OBE) algorithms used to identify systems with unknown but bounded (UBB) errors are robust to underestimation of error bounds, i, e. , any OBE algorithm can remain its convergence under certain conditions even if the error bounds are underestimated. This result can be used in parameter estimation of practical systems with unknown error bounds, and less conservative identification results can be expected.