BLOCK RECURSIVE PARALLELOTOPIC BOUNDING IN SET MEMBERSHIP IDENTIFICATION

In this paper, a procedure for the recursive approximation of the feas ible parameter set of a linear model with a set membership uncertainty description is provided. Approximating regions of parallelotopic shap e are considered. The new contribution of this paper consists in devis ing a general procedure allowing for block professing of q > 1 measure ments at each recursion step. Based on this, several approximation str ategies for polytopes are presented. Simulation experiments are perfor med, showing the effectiveness of the algorithm as compared to the ori ginal algorithm processing one measurement at each step. (C) 1998 Else vier Science Ltd. All rights reserved.