Recursive linear prediction using OBE identification with automatic bound estimation

Application of set-membership (SM) identification to real-time speech processing is made possible by the optimal bounding ellipsoid algorithm with automatic bound estimation (OPE-APE) that blindly deduces model-input bounds. To date, lack of any tenable approach to estimating bounds in speech models has rendered these interesting new SM methods impractical. OBE-ABE is consistently convergent, offers significant computational advantages, and provides a set of feasible solutions in finite time.