article
This paper focuses on identifying linear systems parameterized by an Output Error (OE) model from input/output data while considering the presence of unknown but bounded noise. The proposed algorithm is an Ellipsoidal Outer Bounding (EOB) algorithm integrated in an iterative scheme. It aims to constraint the magnitude of the output error under a bound depending on the noise level and to compute the minimal volume ellipsoid that encloses the real parameter vector. The algorithm is analyzed and some numerical simulations are conducted. Results confirm the analysis and the interest of the proposed algorithm.
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DOI: 10.1109/icsc58660.2023.10449868
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