A convex optimization approach to online set-membership EIV identification of LTV systems
Optimization and Control
2021-07-06 v1 Systems and Control
Systems and Control
Abstract
This paper addresses the problem of recursive set-membership identification for linear time varying (LTV) systems when both input and output measurements are affected by bounded additive noise. First we formulate the problem of online computation of the parameter uncertainty intervals (PUIs) in terms of nonconvex polynomial optimization. Then, we propose a convex relaxation approach based on McCormick envelopes to solve the formulated problem to the global optimum by means of linear programming. The effectiveness of the proposed identification scheme is demonstrated by means of two simulation examples.
Cite
@article{arxiv.2107.01714,
title = {A convex optimization approach to online set-membership EIV identification of LTV systems},
author = {Sophie M. Fosson and Diego Regruto and Talal Abdalla and Abdul Salam},
journal= {arXiv preprint arXiv:2107.01714},
year = {2021}
}
Comments
Accepted for publication in the 2021 60th Annual Conference of the Society of Instrument and Control Engineers of Japan (SICE)