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Optimally robust system identification of systems subject to amplitude-bounded stochastic disturbances - MaRDI portal

Optimally robust system identification of systems subject to amplitude-bounded stochastic disturbances (Q4506514)

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scientific article; zbMATH DE number 1518023
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Optimally robust system identification of systems subject to amplitude-bounded stochastic disturbances
scientific article; zbMATH DE number 1518023

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    Optimally robust system identification of systems subject to amplitude-bounded stochastic disturbances (English)
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    17 October 2000
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    stochastic disturbances
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    robust estimation
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    asymptotic analysis of parameter estimates
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    optimally robust criterion function
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    prediction error methods
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