Parameter Set Estimation of Systems with Uncertain Nonparametric Dynamics and Disturbances

M. Lau, R. Kosut, and S. Boyd

Proceedings of the 29th IEEE Conference on Decision and Control, Honolulu, Hawaii, 6:3162-3167, December 1990.

A method is presented for parameter set estimation of open-loop stable systems with uncertain parameters and quasi-stationary disturbances. The system model is assumed to contain both parametric and nonparametric uncertainty. Parameter set estimates are obtained from finite data records and they have the property that the parameter set of the true plant is contained in the estimated sets with high probability.