PARAMETER UNCERTAINTIES CHARACTERISATION FOR LINEAR MODELS

Parameter estimation mainly consists in characterising a parameter set consistent with measurements, the model and the equation error description. The problem to be solved is that of finding the set of admissible parameter values corresponding to an admissible error. The uncertainties must be treated by a global analysis of the problem: both the equation error and the parameter set are considered unknown. Then, a solution is given as a domain of time-variant parameters and a bounded set of the error. This procedure consists in explaining the measurements performed at all time by optimising a precision criterion based on the polytope theory.