Exact and recursive description of the feasible parameter set for bounded error models

A method is described to exactly characterize the set of all the values of the parameter vector of a linear model that are coherent with bounded errors on the measurements. It provides a parameterized expression of this set that can be used afterwards for robust control design or for optimizing any criterion over the set. The method can be used in real time. Whenever a new measurement modifies the set, the characterization is updated.