Robust counterparts of errors-in-variables problems
Computational Statistics & Data Analysis
Robust constrained receding-horizon predictive control via bounded data uncertainties
Mathematics and Computers in Simulation
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An analysis of a class of data fitting problems, where the data uncertainties are subject to known bounds, is given in a very general setting. It is shown how such problems can be posed in a computationally convenient form, and the connection with other more conventional data fitting problems is examined. The problems have attracted interest so far in the special case when the underlying norm is the least squares norm. Here the special structure can be exploited to computational advantage, and we include some observations which contribute to algorithmic development for this particular case. We also consider some variants of the main problems and show how these too can be posed in a form which facilitates their numerical solution.