Abstract

The computation of parameter bounds is considered for a SISO linear discrete-time model with the assumption that both input and output are affected by bounded noise. The problem of parameter set estimation mainly consists in characterizing the minimal parameter set consistent with the measurements, the model and the error description. However, set estimators are not robust against outliers, i.e. data points which are not consistent with the specified assumptions. A new approach of outlier correction is proposed together with a combined approach of set estimation methods to obtain a parameter set of minimum volume. Finally, the procedure is applied to data of a watervessel process.

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