Maximum likelihood estimators and worst case optimal algorithms for system identification

DOI10.1016/0167-6911(88)90016-3zbMath0648.93066OpenAlexW2042229433MaRDI QIDQ1105558

Roberto Tempo, Grzegorz W. Wasilkowski

Publication date: 1988

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(88)90016-3

zbMATH Keywords

identification problemprojection algorithmmaximum likelihood estimatorsrobust-interpolatory algorithmworst case optimal algorithms

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Identification in stochastic control theory (93E12) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cites Work

• Parameter estimation algorithms for a set-membership description of uncertainty
• Optimality of central and projection algorithms for bounded uncertainty
• Robust identification
• Optimal algorithms theory for robust estimation and prediction
• Robust estimation and filtering in the presence of bounded noise
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