Title
A unified framework for solving a general class of conditional and robust set-membership estimation problems.
Abstract
In this paper, we present a unified framework for solving a general class of problems arising in the context of set-membership estimation/identification theory. More precisely, the paper aims at providing an original approach for the computation of optimal conditional and robust projection estimates in a nonlinear estimation setting, where the operator relating the data and the parameter to be estimated is assumed to be a generic multivariate polynomial function, and the uncertainties affecting the data are assumed to belong to semialgebraic sets. By noticing that the computation of both the conditional and the robust projection optimal estimators requires the solution to min-max optimization problems that share the same structure, we propose a unified two-stage approach based on semidefinite-relaxation techniques for solving such estimation problems. The key idea of the proposed procedure is to recognize that the optimal functional of the inner optimization problems can be approximated to any desired precision by a multivariate polynomial function by suitably exploiting recently proposed results in the field of parametric optimization. Two simulation examples are reported to show the effectiveness of the proposed approach.
Year
DOI
Venue
2014
10.1109/TAC.2014.2351695
IEEE Transactions on Automatic Control
Keywords
DocType
Volume
Estimation,Polynomials,Optimization,Robustness,Uncertainty,Computational modeling,Vectors
Journal
abs/1408.0532
Issue
ISSN
Citations 
11
0018-9286
7
PageRank 
References 
Authors
0.55
21
4
Name
Order
Citations
PageRank
Vito Cerone110017.07
jeanbernard lasserre244334.37
Dario Piga39416.53
Diego Regruto417422.43