IDENTIFICATION FOR SYSTEMS WITH BOUNDED NOISE

In this paper, we present a set-membership identification algorithm fo r systems with unknown but bounded disturbance. The algorithm contains a weighting factor which is selected according to whether the new obs erved data contains sufficient information. The proposed approach ensu res that the estimation error is bounded and nonincreasing. Furthermor e, it will be shown that the parameter estimates provided by the algor ithm will converge to a region containing the true parameters, and its upper hound is also given.