A recursive approach for set-membership EIV identification of LTV systems with bounded variation.

In this paper, a recursive identification approach to single-input single-output linear time varying (LTV) systems when both the output and the input measurements are corrupted by bounded noise is considered. First, the problem is formulated in terms of errors-in-variables identification in presence of bounded noise. Then, a linear programming based algorithm for online computation of tight bounds on the parameters of the LTV system is proposed. Two simulation examples are presented in order to show the effectiveness of the proposed approach.