Archivio Istituzionale della RicercaIn this paper we show how to compute, via semidefinite programming, ellipsoids of confidence for linear equations with structured (unknown-but-bounded) perturbations. Our results are exact in the “unstructured” perturbations case, enabling us to recover in particular the classical case when the perturbation is additive. The approach can be used for example in the identification of structured, dynamical systems
Confidence Ellipsoids for Uncertain Linear Equations with Structure / EL GHAOUI, L; Calafiore, Giuseppe Carlo. - STAMPA. - 2:(1999), pp. 1922-1927. (Intervento presentato al convegno 38th IEEE Conference on Decision and Control tenutosi a Phoenix, AZ nel 07-10 Dec 1999) [10.1109/CDC.1999.830917].
Confidence Ellipsoids for Uncertain Linear Equations with Structure
CALAFIORE, Giuseppe Carlo
1999
Abstract
In this paper we show how to compute, via semidefinite programming, ellipsoids of confidence for linear equations with structured (unknown-but-bounded) perturbations. Our results are exact in the “unstructured” perturbations case, enabling us to recover in particular the classical case when the perturbation is additive. The approach can be used for example in the identification of structured, dynamical systems
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https://hdl.handle.net/11583/1408967
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