Properties of least squares estimates in set membership identification

Automatica

Volumn 31, Issue 2, 1995, Pages 327-332

  Milanese, M ^a  

^a POLITECNICO DI TORINO   (Italy)

Author keywords

least squares estimates; set membership estimation; unknown but bounded errors; Worst case identification

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; ERRORS; LEAST SQUARES APPROXIMATIONS; LINEAR CONTROL SYSTEMS; MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; PARAMETER ESTIMATION;

LEAST SQUARES ESTIMATES; OPTIMALITY; POINT WISE BOUNDED ERRORS; SET MEMBERSHIP ESTIMATION; TIME INVARIANT SYSTEMS; UNKNOWN BOUNDED ERRORS; WORST CASE IDENTIFICATION;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 0029250081     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(94)00097-3     Document Type: Article

References (29)

1. The least squares algorithm, parametric system identification and bounded noise
2. Optimal nonparametric system identification from arbitrary corrupt time series: a control oriented approach
3. The sample complexity of worst-case identification of FIR linear systems
4. 1 identfication using mixed parametric and nonparametric models
5. x with error bounds
6. On line identification of transfer function value sets
7. x
8. 1 system identification
9. Optimally of central and projection algorithms for bounded uncertainty
10. Uncertainty principles and identification n-widths for LTI and slowly varying systems
11. Robust identification and Galois sequences
12. A survey and comparison of methods for finding all vertices of convex polyhedral sets
13. Estimation theory and uncertainty intervals evaluation in presence of unknown but bounded errors linear families of models and estimators
14. 1 identification
15. Optimal algorithms theory for robust estimation and prediction
16. Optimal estimation theory for dynamic systems with set membership uncertainty: an overview
17. Information based complexity and nonparametric worst-case system identification
18. Recursive parameter-bounding algorithms which compute polytope bounds
19. Further results on recursive polyhedral descriptions of parameter uncertainty in the bounded error context
20. Optimal asymptotic identification under bounded disturbances
21. Optimal inner bounds of feasible parameter set in linear estimation with bounded noise
22. Hard frequency-domain model error bounds from least-squares like identification techniques