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Exact recursive polyhedral description of the feasible parameter set for bounded-error models

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2 Author(s)
Walter, E. ; Lab. des Signaux et Syst., Ecole Superieure d''Electr., Gif-sur-Yvette, France ; Piet-Lahanier, H.

A method is described which exactly characterizes the set of all the values of the parameter vector of a linear model that are consistent with bounded errors on the measurements. It provides a parameterized expression of this set, which can be used for robust control design or for optimizing any criterion over the set. This approach is based on a new variant of the double description method for determining the edges of a polyhedral cone. It can be used in real time and provides a suitable context for implementation on a computer. Whenever a new measurement modifies the set, the characterization is updated. The technique is illustrated with a simple example

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Automatic Control, IEEE Transactions on  (Volume:34 ,  Issue: 8 )