Interval Algorithm for Set-Membership Identification of MIMO LTI System
Based on the assumption of Unknown-But–Bounded (UBB) noise, an interval algorithm is presented for set-membership parameter identification of a multiple-input multiple-output (MIMO) linear time-invariant (LTI) system. By virtue of interval mathematics, the objective of this study is to seek the minimal interval estimation (or hyper-rectangle) of parameters to be identified, which is compatible with the measured data and the bounded noise. The present algorithm can obtain not only the center estimations of parameters, but also the bounds of errors on them. Numerical example is used to illustrate its small computation efforts and higher accuracy by comparison with Fogel’s ellipsoidal algorithm and the least squares algorithm.
Keywordsset-membership identification (SMI) linear time-invariant (LTI) system interval algorithm Multi-Input and Multi-Output (MIMO) Unknown-But-Bounded (UBB)
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