Estimation of Parameters in Linear Multidimensional Systems under Interval Uncertainty

摘要

We suggested the method for construction of estimations of parameters in linear multidimensional systems with interval uncertainty in data. Together with additive component because of measuring errors we suggest in the model multiplicative matrix uncertainty, which makes it possible to consider wider class of objects with uncertain structure. For these models external interval approximations of nonconvex information sets are constructed. Method of their construction is based on solving interval systems of linear algebraic equations and promotes construction of parametric estimates for static models with large number of measurements.