An optimal volume ellipsoid algorithm for parameter set estimation of time varying systems

In this paper, we investigate how parameter set estimation (PSE) can be applied to time varying systems. Parameter set estimation identifies a set of estimates which are feasible with the measured data and a priori information. For application to adaptive robust control and adaptive signal processing, it is important the size of this set be as small as possible. We will investigate how an optimum volume ellipsoid strategy for time invariant systems can be extended to time varying systems.<
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