On the worst-case divergence of the least-squares algorithm

DOI10.1016/S0167-6911(97)00093-5zbMath0902.93016OpenAlexW2169625855MaRDI QIDQ1128512

Hüseyin Akçay, Brett Ninness

Publication date: 13 August 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-6911(97)00093-5

zbMATH Keywords

time-domain dataleast-squaresdivergenceFIR model structuresidentification in \({\mathcal H}_{\infty}\)

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

Related Items (3)

Unified set membership theory for identification, prediction and filtering of nonlinear systems ⋮ A generalization of a standard inequality for Hardy space \(H_1\) ⋮ \(H_{\infty}\) set membership identification: a survey

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