Parameter set estimation of systems with uncertain nonparametric dynamics and disturbances

Abstract
A method is presented for parameter set estimation of open-loop stable systems with uncertain parameters and quasi-stationary disturbances. The system model is assumed to contain both parametric and nonparametric uncertainty. Parameter set estimates are obtained from finite data records and the parameter set of the true plant is contained in the estimated sets with high probability. Some numerical examples are given to support the theoretical results.

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