H∞ bounds for least-squares estimators

IEEE Transactions on Automatic Control

Volumn 46, Issue 2, 2001, Pages 309-314

  Hassibi, Babak ^a   Kaliath, Thomas ^b  

^a California Institute of Technology   (United States)

^b Stanford University   (United States)

Author keywords

Estimation; H ; Least squares; Robustness

Indexed keywords

ALGORITHMS; ERROR ANALYSIS; KALMAN FILTERING; LEAST SQUARES APPROXIMATIONS; OPTIMAL CONTROL SYSTEMS; RICCATI EQUATIONS; ROBUSTNESS (CONTROL SYSTEMS);

LEAST-MEAN-SQUARES (LMS) ALGORITHMS;

CONTROL THEORY;

EID: 0035249095     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.905700     Document Type: Article

References (4)

1. ∞ optimality of the LMS algorithm
2. ∞ filtering of signals in additive noise
3. Linear estimation in Krein spaces - Part I: Theory