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

Abstract

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.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>